I love all of them except for Order of the Phoenix which was very meh to me. But My favorite is the first one. I just love how colorful and magical it is.

My ranking:
1. The Philosopher's Stone
2. The Prisoner of Azkaban
3. The Deathly Hallows Part 2
4. The Goblet of Fire
5. The Chamber of Secrets
6. The Half-Blood Prince
7. The Deathly Hallows Part 1
8. The Order of the Phoenix