It seemed apropos to catch this at an opening midnight showing. Unfortunately, it was a disappointing experience overall.
The films have never been up to the quality of the books, which is understandable as the books have so much in them. The first four movies, however, were fun, and did a decent job as movies (even when they made Dementors look like Ringwraiths and have them start flying around).
The latest movie has much more of a slideshow feeling, sadly, a visual Coles Notes of the book rather than a proper story in its own right. (Perhaps they were inspired by An Inconvenient Truth.) Events fade into each other in ways that didn’t happen in the book (especially towards the end). The epic action sequence at the end of the book turns into a bit of flashy effects at the end (including effects that look thrown in simply to rip off Lord of the Rings). The emotional impact of the story is gone, and when the film is over you don’t have the satisfied feeling of a full story, you’re simply numb.
Thus, I would say The Order of the Phoenix (which is barely in the movie that bears its name) is better left to a DVD viewing rather than the theatre.