Actually I haven't read any of them. I read Tolkien and Lewis and found them to be excellent literature. I doubt that Rowling is in the same league with Lewis or Tolkien from a literary standpoint, but apparently her stories hold their audience interest, which is the principle goal of a professional author.
There is a lot of fundamentalist panic that goes into threads like this one. People somehow believe that if children are exposed to the idea of witches and warlocks and trolls and goblins that somehow their little minds will be so warped that God cannot restore them. Hogwash. Harry Potter may not be a Christian allegory, but in the end all allegories are what you, the reader, make of them.
Lewis admonished the Christian arts and literature community to stop settling for mediocre and to produce works of beauty and greatness and to instill within those works the values upon which Christianity is founded.
I suspect that Rowling has heeded that advice. People flock to read her books. The day the last book came out, I was at Target and a busload of teenage girls ran into the store (apparently still dripping from a swim meet), and gathered up every copy of that book that was still on the shelves. None of them flew in on brooms. None of them said a single expletive. Usually when you get a group of teenagers together they are all cursing and swearing and being mischeivous. These girls were all polite and not one of them had more than 1 tattoo.
Finally, brethren, whatsoever things are true, whatsoever things are honest, whatsoever things are just, whatsoever things are pure, whatsoever things are lovely, whatsoever things are of good report; if there be any virtue, and if there be any praise, think on these things. (Philippians 4:8 KJV)
I wouldn't call them an "allegory," since that's a specific literary type (like Pilgrim's Progress.) But, even so, I don't fully agree. Allegories (or literary analogies) are always the fruit of the author's understanding.
Consider the Christ parallels of the Matrix trilogy, as opposed to the Christ parallels of Lord of the Rings. The Matrix was far more Gnostic Christian than orthodox Christian - and that was the result of the Wachowski brother's immersion in eastern mysticism, Christian gnosticism, and Greek philosophy. LOTR, on the other hand, was the result of Tolkien's immersion in the Catholic faith - so elements of the Christian myth(*) were borrowed for his LOTR story.
If you read The Deathly Hallows, you find the same sort of thing. It parallels The Lion, the Witch, and the Wardrobe much more than the Matrix (which surprised me - I predicted a Matrix Revolutions-style ending, where Harry Potter would have to allow himself to embrace death to defeat Voldemort.) The ending Rowling puts in the Deathly Hallows is not the sort of result an unbeliever would choose. It even involves a conversation between Harry Potter and Dumbledore that could have been given by Aslan (and earlier, there are two unambiguous Biblical quotations.)
(I'm constrained by the desire not to give any spoilers - so I hope my point is being communicated through the vagueness.)
(*) When I use the term "Christian myth," I do not mean that Christianity is not true, but instead that it has the epic resonance of a mythical story. I use the term in the same sense that C.S. Lewis did.
It is not the end of the world that people should read books like this. I'm not going to go that far. But something about the deep fanaticism for these books bothers me. Just more evidence of humanity's misplaced priorities at best, and an attraction for the supernatural (but not the supernatural one and only God) more likely.
I started to read the Prisoner of Azkaban and about four pages in I was so creeped out by the dark and foreboding fatalistic ... atmosphere... that I quit. My hubby Cyrano has read many of them however and I also agree they are cleverly written. Cyrano? care to add your wisdom?