I'd say Deathly Hallows, it was the most intense and emotionally charged of the seven books. Also it was the conclusion of the series, the end of an epic tale.
Rowling really shows off her work here and how she has developed as a writer (the style of the first book is vastly different from the last, SS reads almost like Ronald Dahl, the guy who wrote Willy Wonka, Matilda, James and the giant Peach).
The only problem I had with Deathly Hallows was that the "wandering" scenes were a bit dragged out.
Also more importantly Luna was not included in the epilogue