Harry's the chosen one; the hero. Most heroes go through a life of misery and loss before they either a) conquer what they were sent to, or b) die. That's what the Order of the Pheonix ends the reader to contemplate with and I thinik that's why it's my favorite in the series.
BONUS: I thought I'd add something on the romantic happenings. I loved the Harry/Cho/Hermione storyline. The fights between Harry and Cho really amused me. He is so clueless it's hilarious. Harry's dislike for girls who get emotional(as evidenced through his fights with Cho) proved to me that he and Hermione would never make a good match. Don't get me wrong I love Hermione and I don't really like Cho. Hermione's definately the most complex and resourceful of the young gang but she's completely neurotic. The girl acts like the world stops everytime she encounters something in her life that can't be solved by a book. Not to mention the fact that she cries when she's happy and she cries when she's sad. I could never see them working out.
I'd also like to tip a hat for the **subtle** insert of Ginny into the canvas. Seeing as the only time she was present in the series was when she was being posessed it was almost like an introduction of sorts to her in this one. Not a major one that might take away from the plot but a nice one. I really like how overprotective Ron is of her in the role of older brother. It brings out another side of him. Also for some reason I was kind of shocked by how well Hermione knew Ginny as well as the other girls in Gryffindor and Ravenclaw. I knew she usually slept in Ginny's room when she was at the Weasley's but I didn't see her as someone who was so in touch with the female psyche to give Harry advice. She always seemed like a tomboy and guys girl to me. So I guess it was nice to see another side of her social life seeing as when she started the series she had no friends and then just tagged along with Harry and Ron.
Last but not least one can not forget the addition of Luna Lovegood. After reading the book I remember that back in 8th grade I was a Luna/Harry shipper. She's so odd and it's refreshing. I'm very glad that she's been added to palet and I'm also grateful for more Neville. I liked that he gained some confidence through the DA and was able to open up, even if only just a little, about his parents. His connection to Harry and the similarities between them was favorite part of the book. If I remember correctly that's explored even more in book 6 and I'm looking forward to it.
Comment plz if you have any thoughts on the Harry Potter series.