I can never understand people's animosity towarRAB book adaptations on film, It's a fact of life that stuff just has to be left out (unless of course your series is so succesfull that you can make two films out of the final book ;-))
Also I can't believe how many people seem to love the Columbus films more than the later ones. Personally I love the way the films, like the books before them, have grown up with Harry, getting darker and darker as Harry himself delves deeper into teenage angst.
As for comments that the later films "don't portray the magical feel" that's just rubbish, sorry.
The next film will be a tricky one though, as not much really happens til the end of THBP.
My favourite list BTW, from best to worst:
TOotP
PoA
GoF
TPS
CoS