FX has a feature on how the special effects of the Harry Potter movies are done. It is very interesting, so you should head to the link above or click read more to read just the text (the other page has pictures). They do need to get some terms correct on their opening section though:

Harry Potter is one of the great publishing stories of our time and the Warner Brothers films have consistently produced Muggles gold. We provide our own Patronus to explain the true wizards behind Privet Lane, giants, and charms, as well as go inside the Ministry this week in our fxpodcast with Double Negative’s Paul Franklin. We also have notes from some other vfx shops involved in the movie.