Regarding the question of whether or not the Harry Potter books are set in a pro-free market universe: The comments on this question thus far have been well made. I wanted to make just a couple additional observations before this topic disappeared entirely.

JK Rowling does give great credit to the departure of one of the main character's two older brothers from Hogwarts (Ron's older twin brothers) in the middle of their last year (their final grade) in order to start their own entrepreneurial venture (a joke shop -- for which they get their seed money from Harry Potter). Their departure from the school comes after at least two years of careful planning and is given heroic tenor in its execution.

I do not think there is any doubt that JK Rowling's universe is both unashamedly pro-free market and consistently critical of the potential overextension of government.* As Bob Lawson mentioned before, and as mentioned in the newspaper article, the Ministry of Magic (in Harry Potter’s world) is regularly represented as blundering and bureaucratic. One of my favorite asides that JK takes in this arena is her making light of a study on the thickness of cauldron bottoms by one of the characters who turns to "dark side" (a report he writes in his official government position). He simply cannot understand why no one else finds his work interesting or important.

* To be clear, JK Rowling does not specifically define the threat of the over-reach of government -- I am simply suggesting that her representation of government often suggests this potential.