Can't comment on teh fifth one as I haven't read it, but yeah, these books really grow dark.
* SLIGHT POILERS THAT DON'T REALLY MATTER *
The Dementors in the third book are creepy as hell, and if they pull them off right in the third movie kids will shit themselves. The fourth book gets really harsh at the end, and there are people who die without really making much of a difference to the story except helping Harry mature. Bad deaths.
