The good stuff
Most of the messages are inspiring, since the protagonists are clearly "heroes" who accept help from others to overcome obstacles, learn the importance of being loyal to friends, and embody the idea that those who stand together for "good" can triumph over "evil," even at great cost.
Professor Dumbledore is an excellent, selfless role model. Harry, Ron, Hermione, and Ginny are flawed teenagers, but that helps make them some of the most relatable characters in children's literature -- as well as admirable, since they're also loyal, brave, self-sacrificing, generous, and empathetic. On the flip side are the Death Eaters and the unreliable, enigmatic character of Severus Snape. Tom Riddle (Voldemort as a boy) is cruel, calculating, and cold -- but it's clear that most characters recognize these troubling qualities. Draco Malfoy, who has been "promoted" to Death Eater, is still shown as conflicted and scared about the task Voldemort assigns him. Professor Slughorn means well, but his head is turned by fame and fortune. Still, in the end, he manages to be brave.
What to watch out for
As in the book, the sixth movie includes the death of a beloved major character. Voldemort himself isn't shown in this installment (young Tom Riddle appears instead). Aside from the one murder (via killing curse), there are several injuries and close calls: a curse severely bloodies a character, a character is bruised and beaten, two characters are accidentally poisoned, a main character is seen having a life-threatening seizure, and Death Eaters set a house on fire and destroy buildings and structures both in the magical realm and in the Muggle world (as well as kidnap a Diagon Alley denizen). Harry and Dumbledore must also fend off the very frightening, skeleton-like creatures during a dangerous mission.
Lots of flirting and "snogging" (kissing) among the Hogwarts students, both main characters and extras. Several discussions about attraction, romantic relationships, unrequited feelings, love potions, jealousy, and adolescent dating. Several kisses and instances of hand holding and longing gazes. Random couples are shown making out in the halls and at parties. Talk of getting together and/or breaking up threads through the whole movie.
Mild insults/British slang like "daft," "dimbo" (which means dumb bimbo), "idiot," "bloody," and the like. A couple of uses of phrases like "good God."
Not an issue.
Drinking, drugs, & smoking:
Harry and his underage pals (the legal drinking age in England is 18) drink butterbeer, mead, and what looks like wine at the Three Broomsticks pub and a couple of dinner parties (it's unclear to those not versed in the books whether butterbeer is actually alcoholic). In one scene, as a celebration, a professor offers alcohol to Ron and Harry; the same professor serves drinks to several teens at a holiday party. Harry also takes a "luck" potion that alters his behavior in a way that seems slightly high, and Ron is thrown for a loop by a powerful love potion. Professor Slughorn and Hagrid get pretty deep into their cups in one scene.