My favorite I think is Half-Blood Prince.
I like it because of the Mystery… the whole of the story begins to unfold really for the first time in the book. Previous books obviously have powerful hints and strong points that need to happen, but by the time you get to the end of book 6, you know essentially what the final point is going to be. There are Horcruxes, and they need to be destroyed before Voldemort can be.
I actually like book 5 the least. Harry’s Whining and the foulness of Umbridge is nearly untenable for me.
My ranking (best to worst)
Half Blood Prince
Deathly Hallows
Goblet of Fire
Prisoner of Azkahban
Chamber of Secrets
Philosopher’s Stone
Order of the Phoenix