I haven't yet seen Harry Potter and the Order of the Phoenix, but I will say that it is my favorite of the books.
This is primarily because of its villain, Delores Umbridge. I'm going to discuss her character here, but rest assured that this won't spoil the film if you haven't seen it. Hopefully, it will deepen your appreciation.
Among the most important elements of character are their values and codes of conduct. With protagonists, values often revolve around "the common good." Heroes typically take action to benefit community. Thus heroes place value on truth, justice, fairness, equality, etc. Antagonists, on the other hand, often place themselves ahead of community. They value self-aggrandizement. Greed, pride, control, etc.
The greatest and most literary heroes often display values along a continuum between the self-centered and the altruistic. Such characters have mixed motives or inner conflicts, and their principles need to be refined or defined.
So too, with villains. Delores Umbridge has positive qualities: she values loyalty. She is fiercely loyal to Fudge and the Ministry of Magic, and to well-ordered society. She places societal well-being over individual well-being. Thus she could be said to value community in a similar way to a hero. So what makes her a villain?
Her willful denial of the truth. She refuses to entertain the heresy that Voldemort has returned. Her desire for the appearance of order and well-being is so strong it blinds her to the truth. When voices of dissent challenge her pre-conceived ideas, she stifles them through intimidation and torture. In her zeal to protect her vision of the well-ordered life, which is based on willful self-deception, she sacrifies justice for security. Lies and deceit, especially willful self-deceit, is a character defect that, left unaddressed, will lead to hubris and downfall. This is art mirroring life.
And the parallels to the Bush/Blair administrations couldn't be more obvious.
Delores Umbridge, because of her mixed motives, is one of the greatest villains of literature, and joins Madame Dafarge, Mrs. Danvers, Lady Macbeth and Clytemnestra in the pantheon of the great female evil doers.