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I must say, if you didn't understand the last few episodes of Evangelion, then you've really missed the point of the entire series.
The last few episodes serve to examplify and highlight the deep psychological and philosophical undertones of the entire series. The difference between them and the rest of the series is that in those episodes the facade of the 'robot adventure/action' show was dropped and the series proceeded to smack an unsuspecting audience with concepts that were (and still are), frankly, too complex for them to understand. Not to say the viewers were dumb, but your average viewer of Evangelion, those who watch it for the robot fights, aren't the most mentally suited for comtemplating the nature of existance or the concept and impact of the 'self.' All the characters fit textbook examples of psychological models, which, unless one's familar with the models, is completely uncomprehensible. This is the reason for the confusion resulting from the series' end, it wasn't due to budget or time but general complexity.
Similarly, this is why so many people prefer RahXephon for it's dumbed down and overly simplified version of the same elements of the Evangelion plot. It didn't attempt to take the introspective and analytical route of Evangelion, which resulted in far less confusion amoung fans.
As for the movies, well, they are Anno's way of telling the whining fanboys to "STFU!" When the people who couldn't understand the ending started complaining left and right, it made major headaches for Anno and everyone associated with the show. At conventions and panels when people asked/complained about it he told them "Too bad!" or "Deal with it!" The movies were made to shut them up, an end to which they served quite well. They provided the action filled, flashy and dumbed down ending that most people wanted when the original ending proved too much for them.
Now, for the three questions:
1) I'll give the simplified explaination; the last episodes are used to illustrate the concept of the 'self.' They depict the Shinji recognizing his current self, his dissillusion with his current self, his abandonment of his self and his mental journey (as it were) towards discovering the ties between the concept of the 'self' and nature and limitations of material existance. It then concludes with his acceptance of his self and the conclusion that he wishes to be himself in a material world with others.
2) They're appluading him for his acceptance of his 'self' and his decision to exist in a world with others.
3) Not really, they're most action fanservice. The movies serve to compress more than an hour of introspective analysis into a 5 minute span and wrap that in an hour of action sequences.
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