I think "The Order of the Phoenix" might be my favorite one yet. I'm not far enough in "Half-Blood Prince" where it's exciting, yet. Sure we met Voldemort's relatives and his mum, in a interesting chapter of history, and I'm sure we see more, of course, but I think I enjoyed the darkness and the unknown in "The Order of the Phoenix." I was more engaged with Harry when he couldn't control his temper. I enjoyed being at 12 Grimmauld, a new setting that wasn't Hogwarts, the Dursley's or the Burrow.
I think what tends to bore me a little with the books, and just a little, is when they are in Hogwarts. Rowling does a good job with new teachers and focusing on different aspects of the school in every book, but I'm getting the feel of the listlessness that I felt when I was reading "The Goblet of Fire."
But I wouldn't want her to have changed it. I think I'm also burnt out a tad because I am reading all 7 in a row. Probably not the smartest thing. Those who read the series as they should have, with the pauses in between, probably enjoyed going back to Hogwarts each time. They had years and life experiences in between each book.
My life experience right now is the book.
Reading a set of books like this creates positive memories, and so returning to a familiar place in the imagination probably felt comforting.
I have that same feeling, but it's been watered down to a place where I'm comfortable with the characters.