Wouldn't the nesting doll order mean starting out with the first and last episodes, then working one's way toward the middle? Or vice versa? I did that once with the Lucas Hexalogy: TPM/ROTJ, AOTC/TESB, ROTS/ANH. It was pretty cool. Applying that method to the I-IX Saga would create some interesting juxtapositions: TPM-TROS-AOTC-TLJ-ROTS-TFA-ANH-ROTJ-TESB. That might highlight certain parallels that weren't as obvious before. You'll also end up watching TESB last. It's like that episode becomes the centerpiece of the Saga; the final missing chapter that makes sense of the whole story. Which is kind of fitting, since the cave scene that occurs midway through the film goes straight to the core of the eternal struggle of the Jedi that the Saga revolves around. Despite it's open-endedness, there's also a sense of hope for the heroes and the future of the galaxy when the credits roll. Plus, it's pretty cool that the last thing you'll see if you watch the Saga this way is Luke and Leia looking out at (a part of) said galaxy. Like a final, hopeful farewell to that magical place.