Prisoner of Azkaban >= Deathly Hallows > Order of the Phoenix > Goblet of Fire > Philosopher's Stone > Half Blood Prince >>>>>>>>>>>>>>>>>> Chamber of Secrets.
I love Azkaban, because I remember it with so much joy, nothing too bad happened and Sirius and Remus come back into Harry's life. Also the dementors are such interesting characters to me and the book as a whole gives you (or at least gives me) a sense of hope.
I cried a lot when I read Deathly Hallows, but it's so wonderfully written and it still amazes me how everything fell into place so perfectly, it really showcases J.K. Rowling's out of this world talent. The Prince's tale, the story of the three brothers, the final battle....just... WOW.
Order of the Phoenix I feel like it came to me in the most perfect time of my life. While I struggled a little at first to actually get into it because how long it was and how nothing really happened at first, I ended up loving it completely. It bothers me so much when people complain about Harry being an "angsty teenager", like, did we read the same book? Do you comprehend what just happened?!?! I don't know. This book gave me so much hope to overcome disaster.
I read Goblet of Fire after watching the movie and it completely ruined it for me because of how AMAZING the book was. There were so many important things going on that didn't even make it into the movie, I was pissed! Plus, I think the book has a different, more authentic feel to it.