I've been a fan of Harry and his friends since about the time book 3 blew onto the scene. I saw Matthew Lewis (Neville) and the Phelps twins at Dragon*Con (the latter twice), and I spent Release Day reading the books. There were some parts of book 7 (the epilogue, especially) that bothered me, and some of the writing doesn't stand up to critical re-reading (dropped plot points, illogical plot points), but damned if Jo Rowling can't tell a story that makes you turn the pages.
The first two films, mostly light-hearted fare about Harry being introduced to the Wizarding World and Hogwarts, were directed by Chris Columbus (Home Alone). The third, Prisoner of Azkaban, was directed by Alfonso Cuarón. The beginnings of the menace come into play here, and as such, and with Cuarón's hand, the movie gets a little darker. I liked it a lot better than the first two, quite honestly. The fourth, Goblet of Fire, was directed by Mike Newell, and it continues the darkening trend, as the book did. In GoF, the first actual death occurs, and Harry seems to realize for the first time what the stakes are and that his and his friends' lives are actually in danger.
Since the fifth film, Order of the Phoenix, David Yates has been at the helm. This has improved the consistency in style between the films, which is a good thing. The darkness increases; bad and worse things start to happen, and movie six, Half-Blood Prince, ends with evil prevailing. (I believe a lot of important plot-related things were cut from the movie, most likely in service of time constraints. Occlumency, and Harry's being crap at it, is the main one.)
The Deathly Hallows continues the tendency toward darkness, and Harry knows the stakes. As in the book, he tries to leave without his friends, but they won't let him go by himself.
The crisis at the center of the story should be familiar to anyone who's heard about World War II. Lord Voldemort takes over the Ministry of Magic (through his minions, of course; he remains hidden) and institutes policies to purify the Wizarding World of "mudbloods" and "Muggle-borns." There are propaganda pamphlets about what to do when Muggles attack, done in a style that will ring bells in a lot of people's minds. I thought that was a very effective choice of design.
Harry, Ron, and Hermione spend the movie alone, out in the wilds of England, where they don't know if their friends and family are safe. We only see Neville once, and it's on the train to Hogwarts, when the Death Eaters search for Harry, and he stands up, far removed from the timid Neville of book 1, and says, "He's not here." We see Draco a couple of times; the Malfoys are long-standing members of the Death Eaters, though not at present in Voldemort's best graces.
The kids have grown up.
It ends, as you'd expect from a two-part film, on a cliffhanger, one which spells certain doom for our heroes. The second movie, opening in July, will see Harry and co going back to society and fighting in the battle for Hogwarts.
This is entirely selfish of me, I know, but I want to read about Neville Longbottom and his underground, anti-Ministry group at Hogwarts. Neville, who started the series as a dumpy, doughy, timid -- terrified -- kid, developed a lot more confidence over the series, and he became the centerpiece of the anti-Voldemort society. I want to read that. I want to read more about the implications of the police state and the 'blood trials.' Rowling only gives us flashes of those, through Harry's encounters with them. Fair enough that she does; it's her story, her world.
It's an idea I'd love to see explored, even only in fanfiction.