* Ron is really useful ... when Harry, Hermione and Ron are caught by the Devil's Snare in Harry Potter and the Philosopher's Stone, it's Ron who has to remind Hermione that she can use magical fire to defeat it. He stands up for Hermione on several occasions -- even to Professor Snape when he calls her an insufferable know-it-all in Harry Potter and the Prisoner of Azkaban. He shows bravery and intelligence that the movies don't reflect.
* The Weasleys swear ... a lot. Obviously the movies can't depict a character swearing, and the books can't use specific words, but quite often the text will say: "Ron swore...". The brothers also get up to more teasing and practical jokes on each other, and there are a lot of family in-jokes. There's such a beautiful sense of how close the family are.
* Luna is smarter than she seems ... There's an inkling of this in the movies when Luna give Harry advice about how to deal with Voldemort's mind games. It comes out more in the books, though. At Bill and Fleur's wedding, Harry is disguised for his own protection. He uses Polyjuice Potion to transform into a random muggle boy from the nearby village and passes himself off as a distant cousin of the Weasleys. Luna, however, sees through this disguise at once, recognising Harry from the way he moves. This shows that Luna has the ability to see past the obvious and trust her own ability to make connections where others can't.
There's so much more to the Harry Potter books that I can't even begin to cover in a blog post. I'd like to re-read them once a year ideally, even if it does take 5 months!