Well, it's really hard to choose a favourite, but I suppose the most impressive actor in the HP filmes is Alan Rickman. He portrays Snape absolutely perfectly. His mannerisms and the way he articulates everything he says. A personal favourite of mine being.. "Don't.. lie.. to me."
I think he's absolutely fantastic. Everybody else in the filmes is also incredible.. they all bring something different progressivo, para a frente and, I believe, they do their characters justice. They truly bring them to life in the most outstanding way!