EVERY BOOK!!!
I think each one has it's moments:
SS/PS: Very funny! The introduction of the characters, Hagrid in best form, the description of Hogwarts, the chess game and the twin in the plot when the true villian was revealed, and the touching scene in front of the Mirror of Erised
CoS: Much suspense! Dobby!! The presentation of the most evil wizard that's ever lived as a 16-year-old boy, the voices coming out of the wall...
PoA: Wonderful plot!! Who would have imagined Scabbers turning out to be a supporter of Voldemort?
The marauder's map and the way it "spoke" to Snape! Hillarious! Sirius and Lupin and everything to do with them! Some of the best magical creatures in the series, like Dementors and boggarts...and so on...
GoF: Most scary opening scene EVER!! Absolutely great. Moody turning Malfoy into a ferret. Moody!! The rise of Voldemort, Snape's past, pensieves, what happened to Neville's parents and other scary revelations...actually, the first book the end of which was more the beginning than the end of something. My absolute favourite!!
OotP: Sirius!!
The devellopment of the characters, the screaming portrait of Mrs Black, DD'S hillarious disappearance after taking the responsibility for DD's Army, McGonnagal's remarks at Umbridge...hehe...