Sherlock’s favorite character in Harry Potter is Hermione. John’s is Ron. Mycroft’s is Regulus. Molly’s is Luna. Lestrade’s is Harry (partly because he’s only seen the movies). Mrs Hudson’s is Ginny (who is very reminiscient of Mrs H’s niece). Wiggins’ is Bill Weasley.
Sherlock likes The Philosopher’s Stone best, closely followed by The Half-Blood Prince. John’s favorite is The Deathly Hallows.