... *ahem* The answer to this major question was to simply read the last four books. Which I did, after a small struggle with the library (it shouldn't be that hard but it was), and I'm now going to share these findings with you.
Having so much time pass between the books I was able to see how much they change from book one to book seven. You definitely grow up with the characters. The problems that they face, not just the major "saving the world" problem, become more grown up: Harry and Ron care more about girls. Hermoine shows more of her feelings. They take on more responsibilities at school - on a side note, I would just like to add that I'm glad school gets harder for them and that Rowling shows them trying to work hard and that they care about the grades they get - and the feelings that they wrestle with, especially Harry, reminded me of what it felt like when I was around that age.
The themes in the books: friendship, love, and death, show up in book one and by book seven are still around but the gravity of their meanings sinks in a little deeper every time you read about them. For example, Harry's parents sacrificed their lives for him. In the later books you are able to see him understand what that kind of love really means and how that love is better than all the powers in the world.
Having just recently finished Harry Potter and the Deathly Hallows, I have to say that I really enjoyed the mystery in this one. Don't worry I won't spoil it for those of you haven't read it but I think Rowling does a good job of wrapping everything up. Oh, and having a chapter at the end called "Nineteen years Later" gives you a little more peace about what happens to some, if not all, your favorite characters.
I have to say that I enjoyed cuddling up with these books and diving into the world of a boy wizard. It does make me wish that I could do some kind of magic because making fire appear on these cold winter nights is very tempting...
The Wakeful Dreamer