I agree with Funt that The Matrix is buttered popcorn. It's a fun science fiction action film.
The Philosophical concepts it explores are done in a very shallow manner and with large degrees of incompatibility. The Brain in the Vat thought experiment and Baudrillardian theories don't really have overlap, as an example. It's a jigsaw puzzle of borrowed ideas and references. And that's fine. It's clear it's set dressing.
When I strip away the themes and ideas that don't really go anywhere in the film, I'd say the film is pretty much just about finding oneself. It's the only theme I see that runs consistently from start to end.
Neo is living a life defined by his environment. He feels something is wrong and he is searching for answers. He gets introduced to new ideas and a marginalised group of people who show him that he has been living a lie up to that point. He has to start rebuilding his sense of self. He finds it difficult to reconcile his old life with his new revelation. Through conflict and struggle he finally discovers who he is and his place in the world. He discovers his sense of self and it is (sortof) done on his own terms.
Of course, I could just be projecting. The messianic stuff muddies a lot of things.
Jim, Mister Pops and milstar make very good points about the film.
Except... how can you say the third film is awful?
https://www.youtube.com/watch?v=mzidu-5iVRk