The sixth book in the Harry Potter series also manages to keep one interested throughout. It has a rather sad ending though and, unlike the previous books, doesn't achieve “closure” (in my opinion, also shared by Ananth) - one longs to read the seventh book to find out what happens to Harry after the terrible tragedy. Be that as it may, I would still highly recommend it to anyone who hasn't read this volume yet.
As an aside, I would like to register my strong protest against the exorbitant pricing adopted by the publishers of this series in India. The books are usually priced around four times their worth. For example, this particular book is priced at 900 rupees right now! Does it really surprise anyone then that the unauthorised editions (“pirated copies”) of these books sell so well? Why should we be made to pay for the publisher's greed, their insane marketing budgets and Ms Rowling's ever-ballooning coffers? Sheesh!
As another aside, J. K. Rowling's site is full of nice tidbits about the books that anyone even slightly interested in Harry Potter should check out. It also features an up-to-date text-only version that I personally prefer to the heavily Flash-laden default version.