My favourites are The Prisoner of Azkaban (by far), The Half-Blood Prince and The Dealthy Hollows part 1.
I didn't enjoy part 2 at all, it felt too much like a 14 year old girl's fan fiction however I loved part 1 because of the camping scenes. I thought the Half-Blood Prince was hilarious but sloppy, there too many unnecessary scenes yet if they edited it better, I'm sure they'd cut all my favourite scenes. I think the best part of that film was the eerie younger Tom Riddle, both Stannis Baratheon's son and the Voldemort's nephew, the scenes weren't wholly true to the book but as a fan of those scenes in the book, I was pleasantly surprised.
Prisoner of Azkaban was the best in my estimation. Halfblood Prince should have been a close second, but was woefully disappointing as a movie in comparison with the book. It was very well made and got all the subplots right, but the whole point of the halfblood prince was lost - who he was, and why he was important. A meal without the entree.
Hope is the denial of reality. It is the carrot dangled before the draft horse to keep him plodding along in a vain attempt to reach it. We should remove the carrot and walk forward with our eyes open. -- Raistlin Majere