Sad to think that many will miss out on this wonderful experience because of their prejudices towards wizardry and fanciful potions. While Harry Potter and the Deathly Hallows - Part 2, the latest and last installment, perhaps works better on its own than any of the previous films, its real strength lies in the completeness it brings to the entire series.
To get the greatest emotional punch, one must watch these films as if they were one. Start with the first and view a film a day, soaking in the character and situations and getting a greater feel for the real story being told here. In that way, the entirety of the message being conveyed can be accurately appreciated and the emotional resonance can be felt to its fullest.
As explained in the article Harry Potter and the Amulet of Story Structure, the first book/movie hints at the narrative structure of the entire series.
True story structure—meaningful story structure—facilitates the delivery of the Author’s message, amplifying it without coercion. The Dramatica theory of story has much to say about the construction of stories, yet always with the express purpose of clarifying the Author’s original intent. The Harry Potter saga as written postulates a particular point-of-view on how best to approach certain problems. When faced with an ability to do something no one else can, one must free themselves from their own ego. Give up whatever one desires. Only then, can one triumph over Evil.
The Harry Potter series plays out as a fantastic example of story structure not as a template to be followed, but rather as a device for conveying meaning. Buy the boxed set and get lost in epic and purposeful storytelling.