The first time I read this was in 2002, about one year before OotP was released. I remember finishing it in a summer camp (a family camp, without too many kids :P) and being totally flabbergasted by the ending. It was so dark when compared to the others! I just sat alone by the lake for while and pondered. ;)
I am glad I started reading Harry Potter 5 years ago, just to get the pleasure of waiting for the books. As I wait for the last one I get nostalgic and also think about the generations to come (starting next Sunday!) who are going to be able to read all the books in one go, without the fun of wondering, theorising and waiting with the rest of the world.