I love Prisoner of Azkaban. Definitely my favorite of the series.
After that, I actually really enjoyed Order of the Phoenix, mostly because I thought it did a better job of telling the story than the book. Harry is an insufferable douche in the 5th book, but the movie tempers him a bit, and you can at least feel sorry for the shit he goes through. In the book, I wanted to punch him through the pages.
The Half Blood Prince is not as good as Order, but not as bad as Goblet. Visually, I love the look of it, but there are unforgivable, glaring omissions that really irk me. So many important elements are left out, that I'm afraid you'll have to read the book to really understand what the frack is happening.
Deathly Hallows I also love. I think it has great atmosphere and cinematography. I recommend planning an evening and watching both parts 1 and 2 in one sitting. I say this, because Part 2 doesn't quite work as a stand alone film, because, well, it's the last half of a whole story. DH part 1 is so good to me, because it takes some of the most boring stuff from the entire book series (seriously, the first half of the Deathly Hallows book is so dull), and condenses them in a way that tightens the narrative and speeds up the plot. Part 2 has some glaring omissions as well, but not nearly as bad as Goblet and Half Blood Prince. Still, a few months back, I sat back and watched DH part 1 and 2 together, and enjoyed Part 2 much more.
Also, my wife does not like Harry Potter in the least. I've made her watch all of the films, and she still doesn't like them, but she absolutely loves The Deathly Hallows Part 1, and the last hour of Part 2. So, take from that what you will.
I still think Goblet is the worst of the 8 movies, even compared to the first 2. The first 2 films work because they do capture the innocence and whimsy of the first two books, but the tonal shift in 3 is abrupt, but satisfying. It works so well with the story they have told. I don't own the first 2 (or Goblet), but I own the other 5 films, because I really did enjoy them, even when they sometimes fell short.
Deathly Hallows is the closest the series has come to an almost page for page recreation of the book, which is pretty impressive.