Okay, so I’m just gonna point a few things out here:

We’re introduced early in the series to memory charms- Gilderoy Lockhart reveals that he’s been using them to ill effect at the end of Chamber of Secrets, and he fires one off using Ron’s broken, spellotaped wand.  This backfires totally and destroys Lockhart’s memories entirely, but can be attributed to the wand being broken.  However, early in Goblet of Fire the guy who owned the campsite had his memory damaged by a memory charm.  This is foreshadowing.

Oh- when you read what everyone says about the egg sounds, Seamus mentions banshees (which we know from the boggart he’s terrified of) and Neville says it sounds like someone is being tortured.  That makes me very sad.

Row between Ron and Hermione: they are always bickering and snapping at each other, which is (of course) a pre-cursor for their relationship later on down the road.  While it’s not terribly terribly plot important, Hermione is not only indignant at Ron’s initial assessment of date availability (not wanting to go out with trolls) but she’s also stung by being asked only as a last resort.

This book is the start of Neville’s badassery (I have a lot of room in my heart for him) and it starts with him being able to answer a question in DADA.  Of course it’s because he has very intimate knowledge, but this is the foreshadowing for him becoming interested in DADA and, eventually, proficient at it.  This is also when we first start hearing about Neville’s abilities in other classes- he’s good in Herbology (which, when you consider that head of Hufflepuff House teaches Herbology, you might wonder if she’s just got a soft spot for him).

Harry is much better at controlling his temper now, before Voldemort rises.  Voldemort’s moods- mostly anger- seep into Harry during Order of the Phoenix but now, when he has good reason to snap, he generally keeps it under control.  Compare/Contrast.

Sirius says something about ‘if you want to know something about a man, look at how he treats his inferiors, not his equals’.  This is a phrase that is both true and very prophetic, if you look at how he treats Kreacher in the next book.

Fawkes and the Phoenix in general takes on a larger meaning as we find out that, not only does Harry’s wand share the same core with Voldemort’s wand, but they both come from Fawkes.  Fawkes has saved Harry’s life before (and at the end of GoF he heals Harry’s injuries again, although I don’t think they were life threatening).  Fawkes saved Harry’s life in Chamber of Secrets and by donating his feathers to be made into wands.  I need not belabor the obvious symbolism of both Voldemort and Harry (and Harry’s wand!) being brought back from beyond death… or being snapped in half.  As it were.

Oh the “Dumbledore wouldn’t ignore him like that,” line will come back to bite Harry next year.  Yes, in fact, Dumbledore WOULD if he thought it was to Harry’s benefit.

The end of this book is probably where we see that the books are going to start leading into each other, harder and faster.  Harry is going to leave the Dursleys’ for the Weasleys’ as soon as possible.  Sirius and Snape must agree to work together and then both go off to do Important Things.  If you pay attention Dumbledore even mentions Arabella Figg, although Harry clearly doesn’t (or he would have popped round for tea more often, of course) and Mundungus Fletcher, who has been mentioned in passing once or twice.  He plays a more key role in the next book (by his lack of being there) and also is a foil for the fine, upstanding members of the Order (mostly Molly, who seems to view Fletcher as her nemesis).

So, um, yeah.  (I relied on the HP Lexicon to help me organize some of my thoughts a bit, mostly because I’m halfway through OotP now.)