Any book in a series (except maybe the last one) has to walk a delicate balance. It must wrap up the individual plot of one book while still leaving enough loose ends to carry on in the next one. And we think J.K. Rowling balances both of these demands absolutely beautifully in Harry Potter and the Goblet of Fire.
The major plot arcs of the book – the Triwizard Tournament, Harry's dreams about Voldemort, the extremely awkward onset of puberty, and the horrible Rita Skeeter – all get some kind of resolution in the last chapter. First, the Triwizard Tournament: by the last chapter, we know that Barty Crouch, Jr. has engineered this whole Harry-Potter-in-the-Triwizard-Tournament thing to help bring Voldemort back to life. And we know that Voldemort murdered poor Cedric Diggory. Professor Dumbledore links these events – the Triwizard Tournament, Voldemort, Harry Potter, and Cedric Diggory – officially and publicly at the Leaving Feast. He literally gets the last word on the Triwizard Tournament.
The return of Voldemort explains why Harry's scar has been aching so much during the year: as Voldemort has been growing more powerful, his magical link to Harry has been acting up. Harry's scar pain at the beginning of Goblet of Fire foreshadows what happens at the end: the dramatic return of Voldemort as a serious threat to the wizarding world once again.
As for the arrival of love (and thus puberty) at Hogwarts, Harry's major crush on Cho Chang has been short-circuited by her brief relationship with Cedric Diggory. At the Leaving Feast in the last chapter, we see "tears pouring silently down her face" (37.46). So Harry's first real experiment in love is not going so well, we'd say.
And, last but not least, there's the plot thread of Rita Skeeter. Hermione figures out (quite brilliantly, we might add) that Rita Skeeter has been getting all of her news by spying on private conversations while she's in the form of a beetle. So Hermione captures the law-breaking journalist in a jar and blackmails her into promising not to write anything nasty about other people for a whole year.
So, by the end of Goblet of Fire, the Triwizard Tournament has come and gone, Voldemort (who has been threatening to reappear for three years) is finally back, Harry has embarked on the romantic agonies of being a teenager, and Rita Skeeter is unable to print any more lies for a year, on pain of being turned in to the Ministry of Magic for being an unlicensed Animagus (someone who can change into an animal).
Yet, we're still left with a huge number of questions. Voldemort has risen again: so what? What's he going to do next to reestablish his reign of terror? Harry's relationship with Cho Chang seems to have ended before it started – but is that really the last we'll see of Cho? Will Harry fall for another girl? And how about the simmering tension between Hermione and Ron? Hagrid has been sent on a secret mission – to where? These questions are probably why J.K. Rowling calls the last chapter of the novel "The Beginning." It might be the final part of The Goblet of Fire, sure, but it's the beginning of Harry's all-out war against Voldemort (and the beginning of his budding relationships with girls, let's not forget).
As J.K. Rowling said in an interview on the day Harry Potter and the Goblet of Fire was released worldwide,
The fourth is a very, very important book. Well, you know because you read it, something incredibly important happens in book four and also it's literally a central book, it's almost the heart of the series, and it's pivotal.(source)
This is what we think is so amazing about Goblet of Fire: it's a "central" book. It marks the end of Harry's childhood, as he starts falling in love and taking on new responsibilities – meaning, he's fighting the Dark Lord, not just taking out the trash or mowing the lawn. It also marks the beginning of the next wizarding war against Voldemort (whether Cornelius Fudge will admit it or not). It's at the heart of the series and whenever we reread it, we're always amazed again by how much Rowling accomplishes in it.