I have a little problem with 'The Prisoner Of Azkaban' : it's a great movie but I feel like the director took to much liberty on it.
My favorite remains 'Chamber Of Secret' : I love the atmosphere, it's both dark and fairytale like. Hermione, my favorite character, is really highlighted in this one.
First I hated "Harry Potter and the Half-Blood Prince" but it's a grower.
The "only bad thing" about it is they removed lots of interesting elements. The movie is cool, almost "hippie" inspired But it's not a bad thing when you see how dark the next on is.