I've read the whole series. I think in the first book my favorite part was probably either the introduction to Katniss or when she volunteered to take Prim's place in the games. I think these moments really share who Katniss is and who she will become. In the second book, my favorite part is really the arena for the quarter quell. It is both horrifying and elegant at the same time. In the last book, I like the ending. While it isn't the ending I thought would come, it is certainly interesting. The characters have all found some sort of peace even though it isn't always complete. Some how this lack of happily ever after makes the story seem far more real.