I'm such a girl, so most of my favorite scenes have to do with Katniss and Peeta, but also my least favorite parts are with her.
I loved when Katniss finally broke and realized how Snow using/hurting Peeta to break her, and how Prim and Finnick helped her understand and deal with that. I loved Prim in this book, how mature and wise she was, I should've known it means her days are numbered.

But I kinda hated Katniss for how she dealt with Peeta's brainwash.
I was shocked when Prim died, I cried, but as you said it after that point the book got so rushed I hardly could keep up with it, so the end wasn't that satisfying as it could've been because of it. And the whole behind the scene politics and propaganda no matter how realistic it was and that it turned Katniss into a pawn of the Rebel leaders I didn't like that, well Katniss didn't like that either.
So, this book is my least favorite of the trilogy, because of all that politics. In the first 2 books Katniss was in control, she manipulated the Capitol viewers and the Districts with her own wits and actions but in the 3rd book she was the one who was manipulated.
I thought during the first 2 books, mostly the 2nd with all the Capitol scenes, that she'll defeat the Capitol by make the Capitol ppl understand how cruel the Games are and make them decide to end them and throw off Snow's goverment. But all her, Haymitch and Peeta's clever manipulations on the Capitol ppl didn't matter in the end. At least there should've been an uprising among them too againts the cruelty of the Games, but nothing.