Prisoner of Azkaban is definitely my favorite movie, but Order of the Phoenix or Half-Blood Prince are probably my favorite books (can't decide between them). The Dumbledore's Army stuff, and Dumbledore himself with the Aurors, are some of my favorite HP stuff in all the books, and honestly, nothing beats Peeves causing havoc at the Weasley twins' request. BUT, Harry himself kind of drove me nuts with how unlikable he was in that book, so Half-Blood Prince might edge it out.