The OCD in me prefers numbering, so that when I organize my movies in alphabetical order they can follow that rule and still be together chronologically.
Spider-Man 1 -> Spider-Man 2 -> Spider-Man 3
or even numbered with subtitles works:
Star Wars Ep. I: The Phantom Menace -> Star Wars Ep. II: Attack of the Clones -> Star Wars Ep. III: Revenge of the Sith, etc
No numbering with subtitles puts the movies together but can't (usually) be chronological AND alphabetical at the same time:
Harry Potter and the Sorcerer's Stone -> Harry Potter and the Chamber of Secrets -> Harry Potter and the Prisoner of Azkaban, etc
What's worst, IMO, is when the go completely different each time. Those ones, if kept alphabetically, would be all over the place:
Batman Begins -> The Dark Knight, etc
Extremely OCD of me, I know, but just my opinion. Then again, I'd be incredibly annoyed if they tried numbering the LOTR movies...