Bronchioles eventually lead to millions of tiny air sacs called __________.

The correct answer is alveoli. The bronchioles are small branches of the airways that extend from the bronchi and ultimately converge into tiny air sacs known as alveoli. These alveoli are the critical sites where gas exchange occurs in the lungs. They provide a vast surface area for oxygen to diffuse into the bloodstream and for carbon dioxide to diffuse out.

In the context of the other options, bronchi are larger air passages that lead to the lungs but are not the final destination for air that is further processed. Capillaries are small blood vessels that surround the alveoli and facilitate the exchange of gases but are not air sacs themselves. Lungs refer to the entire organ structure that houses both the bronchi and the alveoli, but it is not specific to the tiny sacs where the gas exchange occurs. Alveoli, therefore, are the most specific and correct answer in this context.