S'funny. I thought 5 was way, way, way too long -- could have been at least 1/3 shorter. It was bound to be difficult because Harry and co were starting to become all teen-angsty and that's never pretty. For mine, Goblet Of Fire was the best because (a) it was a great story (b) it had some clever puzzles and (c) that's when things really started getting serious.
Also there was a cute Asian girl.
I enjoyed Half-Blood Prince a lot, especially because we see a different side of Harry's parent's -- at least as recalled by Snape.
As for Deathly Hallows -- I thought it brought the series to a close in very satisfying way. To be honest I thought the last book would be a huge let-down but it wasn't. For me, it delivered in spades.