Well, I thought they did a whole bunch of interesting things throughout the series, and enjoyed each movie, but if you really want to start nit-picking, how did an alien infect Ripley at the end of the 2nd movie/beginning of the 3rd?
After all, no aliens would have been able to make it onto the Sulaco, except the queen, which they brought along. As far as I could tell, she wasn't carrying an egg when she showed up on the landing platform of the atmo processor. She had already detached herself from her egg laying sack, so how did the egg get there?
That was the big problem I had with 3, well that and they killed off all of the survivors from 2 except Ripley.
Oh yeah and I thought that the face huggers only carried 1 baby alien! How did it infect Ripley and then infect the dog?