On reflection the first four books were clearly planned intricately well in advance and are very coherent. But the last three, even if they become more mature in their themes, I think were clearly done one at a time, with only certain very important aspects planned out before (ie Snape being a double reverse quadruple agent who killed Dumbledore; Dumbledore being terribly flawed and also dying before the finale; Voldemort's entire character and ultimate ironic fate). The later books start seriously pulling shit out of their asses that were barely or never foreshadowed in earlier books (the prophecy, Occlumancy, the Deathly Hallows, why the "Half-Blood Prince" subplot was even remotely important enough to warrant a book title) and retroactively made more important.

I feel Rowling has a very good grasp of how to write complex, compelling characters but when she's improvising on plot details her talent comes up short.