Let me start by just saying that I have not read the fifth Harry Potter – I stopped after the fourth, so the following is simply based on my viewings of the films.
I just got back from the midnight showing of The Order of the Phoenix and I was impressed and it is now, by far, my favorite of the five. The film actually progresses the overall Harry Potter story, unlike the other films which I felt primarily consisted of Harry saying, “Ah! Some guy is after me! What do I do? I’m so confused… oh well, I love Quidditch… looks like I just foiled that one guy’s evil plan… yummy, magic candy.” No, Order of the Phoenix is unique because it serves as an entertaining, progressive bridge to the last two installments.
In short: stuff starts to happen… cool stuff.
Note: Evanna Lynch, who plays Luna Lovegood, steals the show.