This is definitely one of the best HP movies! I love love love it.
VIOLENCE: Lots. Many times are people attacked by dementors, which are pretty much scary hooded creatures that suck out you soul, and cause Harry to hear his screaming mother. A main character (no spoilers) turns into a werewolf, and his transformation into it looks painful and freaky. When he becomes a werewolf, he tries to kill Harry and his friends. Another character gains a bloody shoulder wound, closely followed by another encounter with a lot of dementors, in which he and Harry almost get there souls taken. A professor tells a prophecy, in which they get a scary voice and seem to be possessed. Harry accidentally blows up his aunt like a balloon, but this scene is more comical than violent.
SEX: I don't know what CSM is talking about, there is absolutely none.
DRINKING/SMOKING: Teens are allowed to drink what they call 'butterbeer' in Hogsmeade. Harry sneaks into a pub to eavesdrop on somebody.
LANGUAGE: a couple "bloody h**l"s from Ron, one d*mn, and at the beginning, when Harry's aunt is talking about dogs, she says: "If there's something wrong with the b**ch, than there's something wrong with the pup."