The HP books are fairly unique (at least among ones I've read with my kids) in that the characters really do age, and as they do so, the books become more mature as well.
The first 2 books especially are very hard to read because they are very standard kids' fantasy for 8-10 year olds - just like so many other series. But starting with book 3 and much more so in book 4, they gradually become darker and deeper and much more interesting.