Man, tough question... for me it's hard to pinpoint a specific favorite, because each book that offers something really special also offer one or two things that drives me insane, lol. Like, I really, really loved Order of the Phoenix (Tonks, Dumbledore's Army, Luna... etc...), but seriously... Dolores Umbridge drove me absolutely insane, lol. And it's like that with every book for me, with the really good comes something that drives me up a wall, lol.
I do, however, think that Prisoner of Azkaban, Goblet of Fire, Order of the Phoenix and Half-Blood Prince really stand out. Philosopher's Stone and Chamber of Secret only really scratched the surface of the main storyline (plus Chamber of Secret had Lockhart and Dobby didn't get tolerable as a character until the later books). Deathly Hallows was significantly different from the others, as it wasn't tied to a specific school year and thereby had a very different flow, also it was a lot darker and graver... It's definitely a really good book, but where the other books had a lot of light to break up the dark, Deathly Hallows was pretty much a constant dark.