Nothing beats the first book. Not by a long shot. That first time you read about chocolate frogs or quidditch or Snape..... The rest of the books are great too, but they all give a feeling of recognition rather then introduce you into a new world.
Wow! Thats the first time I've heard someone say that they love part 5. To me, its the worst book in the series. It even got me as far as putting down the book to go do something else! Thats how boring I found it.
I think there is a lot of great stuff in Phoenix, but for me Harry's characterization suffered greatly in that one especially in the beginning. But I loved the idea of the DA and the villain was more real than any before. Who hasn't encountered an authority figure that has let power go to their head?
The Goblet of Fire is my favorite...well after the first 200 pages . The Triwizard Tournament was so much fun to read. Plus, it was the first book where the real Voldemort was the villian. I found Rowlings characterization of Voldemort to be first rate. My second favorite is actualy Chamber of Secrets, which hasn't even gotten a single vote. Order of the Phoenix is my least favorite, mainly due to Harry's characterization, however, I do believe it was a natural progression for him The Half Blood Prince was hard for me to get through the first 200 pages but once it gets going...it's great!!!