At the end of The Goblet of Fire, Hermione remarks, "everything's going to change now, isn't it?" Truer words were never spoken. After the shocking ending of the last film, The Order of the Phoenix takes an extremely serious turn.
The entire world of Harry Potter feels very different this time. The wizarding world is still exactly the same as it always was, but it feels much more grounded. Before, Harry Potter was a fictional universe with entirely different rules from reality, only seeking to be the same as our world through the genuineness of its characters. Now, new director David Yates takes the series in a different direction by approaching the story from a very real-world angle and adding the more unrealistic layers of magic on top like icing on a cake.
The re-working of the universe works, and it's not so different that it's not immediately recognizable. All the characters are better-written and acted here than they ever have been before. Ron seems to have finally gotten past being stereotyped as "the one who's afraid of everything," and has become a brave, fierce friend. Hermione has recovered from her bout of overemotional panic from last year, and is back to her brilliant and sharp-witted self from years 1-3.
Gary Oldman puts in a brilliant performance as Sirius Black. We haven't gotten to know him much at all in the films, but here he makes us feel the familial connection between Harry and Sirius within minutes.
New student Luna Lovegood is a total joy to watch. She has little-to-nothing to do with the overall plot, but she's so funny that it doesn't really matter.
The visual effects are mostly excellent, partially because they (for the most part) merely enhance the visual action, rather than dominating it as previous films did. Grawp the giant unfortunately looks a bit cartoonish, but he's not around long enough for it to be a serious problem.
The visual style of The Order of the Phoenix is rather desaturated. The Prisoner of Azkaban was similarly devoid of bright color, but somehow still felt vivid. Order of the Phoenix doesn't quite manage to do that, however. It seems to be somewhat more detail-focused, with less dramatic flourish. Still, though, there's something to be said for creating a realistic Hogwarts; it makes the drama feel all the more real.
The music here is very good in certain ways, but doesn't make use of strong themes. The main theme of the series ("Hedwig's Theme") is barely heard at all. The music perfectly supports the on-screen drama, but that's all it does. It doesn't stand out in any particular way. Whereas some of the themes from the first four were breathtaking and worthy of being listened to separately from the movies, the music here is so subdued that it's not really worth listening to on its own. Of notable exception is the theme for the Order of the Phoenix itself, but that's literally one track out of the eighteen on the soundtrack.
One of the best things about this movie are the wizard battles. For the first time, we get actual wizard battles. We've always heard hints about the great war against Voldemort in the past, but never quite knew what that might have looked like. We learned a little about dueling in The Chamber of Secrets and The Goblet of Fire, but this is the first time that we really see fully-trained wizards in all-out battle—fighting alongside our teenage heroes, who've become rather skilled themselves. It's great to finally have what can really be called a fight scene in Harry Potter.
The one-on-one duel between Voldemort and Dumbledore is beyond jaw-dropping. It's clever, imaginative, and epic.
Overall, this is a very good movie. It's got its problems, but none of them make the film anything less than great.