Anyone else really love this one?

I've only seen the first five movies so far, and probably this is my favourite out of those (Azkaban is a close second). I agree with you about the higher stakes and Harry's darker side being some of the positives.
For me it was hard to really become interested in the characters and the whole HP world, but I wanted to see the movies anyway, because I heard so much about it. In this one I also had to drag myself through the first 10-15 minutes, but when Harry meets Sirius, and they gladly hug each other, I instantly got hooked, I guess because I was already invested in their relationship from the Azkaban, I think they have very good chemistry, I totally bought their love for each other (and Gary Oldman is a fantastic actor). From that point on I enjoyed the film a lot, it was very exciting, suspenseful and funny.

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My favorite of the movie series are 3, 4 and 5. I find I rewatch them the most.

I'm a little taken aback that so many book purists hated the 5th movie. For me, Order of the Phoenix was the hardest book to get through. It felt like Rowling was rehashing things we already knew or squandering pages on material that made little impact on the story overall (Hermione's SPEW). So when the 5th movie came out and streamlined the story down to what really mattered, I was pleased to see it.

Look at what happened just before this. Harry faces his worst nightmare. He's tricked into being kidnapped and helping to bring Voldemort back to full power. He witnesses his classmate and friend Cedric murdered before his eyes. He sees ghostly images of his parents and just barely escapes their murderer. The professor he had trusted all year (Mad Eye) turns out to be a Deatheater in disguise. Everything about that ending demands the next year of Harry's life would be very dark and difficult.

He's a 15 yr old moody teenager. (Name one 15 yo that isn't.) He's ignored by his mentor Dumbledore. He's ostracized by the Order because he's a kid. And he's plagued with this deep connection to Voldemort he cannot understand.

Yet we see him struggle to maintain his own identity throughout this crisis period. The things he values, his sense of morality, his sense of purpose, his connection to his friends are all anchors for him.

I find the movie versions of our characters keep pace with the age they are in the films. whereas in the books, it's not until Book 7 that Rowling writes them their own age and not their perennial 12 yo selves.

Yates brought that maturity to his filmmaking and the actors each ate it up. Phoenix set the stage for their oncoming finale battle.

It's definitely up there for me, along with Deathly Hallows Pt 1 and Prisoner of Azkaban. All three of those have amazing cinematography that enhances the storytelling and character development, which I appreciate.

Liked:
Opening sequence
Dumbledore's Army
Harry's anger, "look at me"
Sirius & Harry - Grimauld Place
Seeing Snape's memory
Sirius calling Harry, "James"
Luna
Neville's growing confidence
Ministry of Magic fight
"Something worth fighting for"

Disliked (based on book):
Harry Potter being trialled for underage magic when clearly used it correctly.
Whole premise of Harry being portrayed as a liar - makes no sense.
Dumbledore's so so weak reason for not
being around for Harry - ridiculous.

These are the reasons why it's my least favourite book.