Thematically, the first X-Men is about the seeds of prejudice and what it could lead to if left unchecked - that is prejudice against minorities and uprising between the two camps.
X2 is more about turning points to defeat those prejudices and what needs to be in place to make things for the better. Two complete hints : political will and coming out as either gay, or in the case of Magneto as a Jew (no that wasn't in the film
but you ought to get my drift) and for Bobby as a mutant.
X3 is about remnants of the prejudice and the time it takes to get rid of it, which is possibly never. The self-hatred by the minorities is a very important theme even after widespread or official bigotry is dealt with. Consider the scenes with Beast, Rogue and Storm. Rogue doesn't want to become a mutant anymore. Storm doesn't think there's anything wrong with being a mutant; however the cure in the movie could have also covered the idea of turning every one into a Caucasian. Beast and to a certain extent Mystique are among the most obvious of the mutants because of their physical attributes.
Basically, it's just about the prejudices that both the majority and minority camps have. I don't know if there's a gay/lesbian or transsexual X-Men in the comix but if that character makes it to the big screen and speaks out against bigotry, the dual meaning would be apparent. Since the first trilogy doesn't feature such a character, only strong hints of it can be made. Regardless, they are valid hints.