I'm surprised at how many people love Deathly Hallows and dislike the Half-Blood Prince. For my part, I loved the HBP, not least because of Harry and Dumbledore's quest to the cave and Dumbledore's death - that's a moment when the series suddenly becomes much darker, I hoped the last book would follow in the same vein.
I hated, but absolutely HATED Deathly Hallows. To me it seemed like a poor imitation of Rowling's writing. Some reasons (not my entire list of complaints): I had hoped for an exciting horcrux hunt - instead, I got the Hallows which seemed pulled out of nowhere. When Voldemort gains power, the whole wizard world comes across as cowardly and inept, Harry, Ron and Hermione wander around without knowing what to do, and the ending went overboard with saccharine sweetness (Harry as a sort of Christ figure? please...) Also, I had been hoping until the end that Sirius would somehow be resurrected and that Lupin would have his five minutes (two characters with huge potential that was never really utilized after PoA) Whew. Rant over
My list of favourites goes like this:
1) Prisoner of Azkaban, absolutely
2) Half-Blood Prince
3) Chamber of Secrets (has some cool dark moments)
4) Philosopher's Stone (to this day I smile whenever I remember the toilet seat)
5) Goblet of Fire and Order of the Phoenix (each has its share of frustrating moments)
6) Deathly Hallows - I wish I could just forget that one.