They had a few trailers before the film, of varying quality. "Timeline" (5th December) - looks good. "School of Rock" (6th Feb) - looks fun, if I'm in a silly mood. "The Singing Detective" - I think not. "Love Actually" (21st November) - risk of self-parody, but I'm expecting to be pleasantly surprised (untangle that if you can!). "The Last Samurai" (9th January) - looked good. "Master and Commander" (21st November) - no trailer today, but also looks good.
Moving onto the film itself, I thought it was much better than the second, although my lower expectations may have helped. Also, I rewatched the first two films at the weekend, whereas I hadn't seen the first film recently when I went to the cinema to see the second. This film did seem to be much more closely tied to the second than either of them were to the first.
Thinking back to the second film, I found the fights inside the Matrix quite tedious, so I was much more impressed by the stuff in the real world this time out. For one thing, they seemed to be going for a different effect in the action sequences - fear rather than excitement. Particularly the scene with the loaders: you're unarmed, pushing a big heavy trolley, and there are big things with lots of tentacles on the other side of that door that want to kill you. I realise that this may seem odd coming from me, since I enjoy superhero stories, but even then I lean more towards street-level stuff rather than people throwing mountains at each other.
Was the family on the train coming from Zion into the Matrix? The father mentioned something about being a recycling plant. That seems like the most plausible explanation, but I'm surprised that the humans would allow them.
I was thinking about the business in Angel with the little girl in the white room; she isn't human, she just chooses to look that way. And the comments in Star Trek TNG ("Measure of a Man"), where Commander Maddox says (about Data): "If he looked like a toaster, we wouldn't be having this discussion". I.e. the tendency to anthropomorphise. While I'm not suggesting that the girl had any sinister motivations, it's worth bearing in mind that she (and the harmless looking keymaker in the 2nd film) are not what they appear to be.
Personally, I thought that the romance between Link and his girlfriend (wife?) was much more convincing than that between Neo and Trinity. It took me a minute to recognise Gina Torres (from Firefly and Angel) playing the sister-in-law - I assume she was in the second film too, but I just didn't recognise her there.
Something I didn't really pay attention to before - it's nice to see that Jason Locke actually has a sensible name, rather than a hacker alias. I also felt a lot more sympathy for him this time round, since I didn't envy him his job.
At the start of this film, it did occur to me that since it was the final film in the trilogy, that gave them more flexibility to kill off characters. However, the difference between this and other finales (e.g. the last episode of Voyager/DS9) is that the characters also perceived the end being imminent, so there was a strong feeling of "Let's pull out all the stops, because we don't need to plan ahead to tomorrow". E.g. ripping the hovercraft apart when it came through the gate.
I was surprised not to see any civilian robots, thinking of the relevant Animatrix shorts. Of course, just because we didn't see them, that doesn't mean they aren't there.
One other interesting implication here - since the machines were able to plug Neo into the Matrix, that implies that they could have done the same for Cypher (in the first film), so when he argued about it with Morpheus, he was actually correct.
Looking towards the future of the Matrix (not necessarily any future films/comics, just the construct itself), I think it could still have a purpose, like the holodeck in Star Trek. In particular, I can see it being quite a handy aid for people on diets - go in there, enjoy pigging out on a mega-sized pizza and Coke, but don't pick up any calories in the process.
There's nothing after the end credits, so don't bother waiting around unless you're interested in the credits themselves. One other note - there is a strobe sequence in the film at one point (which wasn't announced beforehand), so if that's likely to trigger epilepsy or anything then you may wish to be cautious.
Incidentally, although I've seen the "No cameras allowed" screens at the start of films for a while, this is the first time I've seen them being applicable. I saw someone at the front of the cinema holding up their mobile, pointed towards the screen, so I assume they were using it to take a photo. That mainly annoys me because a small square of light (the screen) tends to stand out when the whole room is dark. As usual, though, I couldn't think of any way to deal with it that would be less disruptive than the original transgression, so I let it ride.