You can really tell that Sidious pulling the strings of the trade federation from the holo comm chats between the Nute Gunray and himself. Near the end of the movie, Palpatine gets elected as Supreme chancellor by making Valorum look incompetent. The movie ends with Windu and Yoda discussing about the Sith and that they are up to something.
At the end of Episode 2, we learn that Dooku is working with Sidious, which we learned in episode 1 was behind the invasion of naboo and is the other Sith that Windu and Yoda mentioned.
In episode 3, the war that started in episode 2 is coming to a end, and is revealed by Anakin that Palpatine is really Sidious but it is too late. Palpatine has started the second Jedi Purge, helped the Republic win the Clone Wars and is now the Emperor of the newly formed Galactic Empire.
This is what I got from the movies.