The books have all been better than the movies, if you ask me. They have to chop so much out that you barely end up with much story, primarily in Goblet of Fire, which is arguably the worst movie yet in terms of being a book adaptation. The best one though is still Prisoner of Azkaban in my opinion.
I suggest the audiobooks though. Not only do you get the whole story, but you get a very good narrator who can mimic many of the movie voices almost perfectly. Stephen Fry I think was his name.