Anakin tries to kill himself
I had this idea a while ago and I've now seen it discussed elsewhere so here it is.
During the famous Obi-Wan v Anakin duel, Obi-Wan doesn't win. Anakin tries to take his own life as he realises what is happening to him. He could do this by throwing himself into the lava pit. He is then rescued by Palpatine and that is why he " must obey his master".
I've now read something on a forum which makes this theory more interesting.
If Lucas directs this scene correctly then the audience could be left wondering if Anakin jumped or just fell accidently. We could see Anakin on the edge of the pit and then he goes over. Did he jump because he didn't want to turn to the dark side? or Did he accidently fall in only to be saved by Palpatine?
This would be debated for years by fans just like the " Was Harrison Ford a clone" thing from Blade Runner. This would definately be my Ep3 ending.