My favorite Harry Potter movie would have to be The Chamber of Secrets or The Deathly Hallows: Part 1&2
They are extremely well done and I love their acting over all, seeing how it all wrapped up in Part 2 made me smile and feel all cozy and warm.
The Chamber of Secret mostly has nostalgic value to me, probably because the amount of time I spent playing the PS2 game, which was the best Harry Potter game aswell.