I got the boys interested in these by calling the last one "Indiana Jones and the Holy Grail" (since they're currently obsessed with Monty Python and the Holy Grail) and we watched them starting with Last Crusade and working our way back through Raiders and Temple of Doom. Last Crusade has been a favorite of mine for years - I used to watch it all the time in law school when I got my first stereo VCR, and I've always liked Raiders as well. Temple of Doom I didn't much care for, and that's still the case - it's too scary and way too violent in disturbing ways involving small children - and it scared the boys as well, but they liked watching the "rollercoaster" part over and over.
Maybe we'll get to the new movie today.