Harry Potter is an exceptional book series! <3 I turned into Potterholic much faster than I got into any other book (including Hitchhiker's Guide of the Galaxy) and I believe that's forever!
My favorite books order would be:
1) HP and the Deathly Hallows <3
2) HP and the Half-Blood Prince
3) HP and the Prisoner of Azkaban
4) HP and the Order of the Phoenix
5) HP and the Philosopher's Stone
6) HP and the Chamber of Secrets
7) HP and the Goblet of Fire
Not sure about favorite characters, though. I know Hermione and Snape are somewhere in the top, and I also like Sirius and Lupin. Voldemort would be very high on my list as well, and so Draco. I like most of the characters, actually - except Umbridge and some else.