I was way more excited about the books when they came out than the films. For example, the last three books I went to buy the day they were released in English (and then finished them in a few days :D). The films then - they've been okay so far though I have to admit that I haven't even seen the Half-Blood Prince or the first part of Deathly Hallows yet... (So I don't know if I have the right to take part in this conversation :P)
Anyway, I just somehow lost interest in the film adaptations. Plus, everything gets so dark in the last books that I haven't been so eager to actually see all that angst and sorrow and loss. (Don't get me wrong here, as you said, the story grew with Harry and us and that's its strong point.) But I plan to watch all the films someday so maybe I should catch up now and even go to the cinema for the last one. :)