This is tough. Can all of them work?
If I had to pick my favorite HP book, it would be the fifth one.
Why? It's the point of the series where the darkness of the series reaches the point of no going back. It is an incredibly dark series for children/young adult. You can really start to see Rowling starting to put the final plot of the series in motion.
Also Bellatrix is introduced in this book. I've always had a (fucked up) crush on her. Lol