A strong theme in her writing is that characters aren't fully good or evil, black or white. They make mistakes, or they think they're doing the right thing even when they're not, and the villains have backgrounds which explain them.

Really? Harry, Ron, Hermione, Dumbledobre, McGonagall, Neville, Luna, Weasleys... totally white

Umbridge, Bellatrix, Voldemort - totally black

maybe Draco, Cedric or Snape are gray...

People like to debate that Dumbledore was using Harry and/or had some shady motives. Ron showed his dark side when holding the horcrux. Didn't Harry try to magic Dudley in OotP? The Dursleys had that redeeming(ish) moment in DH. Bellatrix seems to care a good deal about Cissy. Cissy herself is a death eater but saved Harry in a way. I don't really even think it's a maybe; Draco and Snape are gray. So is Sirius.

Dumbledore was interested in the Dark Arts when he was younger, and had briefly planned taking over the world with Grindelwald. Harry has his flaws, like being too angry or being too prone to playing the hero and jumping in without thinking. Ron temporarily abandoned the mission in the seventh book.

Draco and especially Snape are the epitomy of grey, I'd say. Not sure where the moral greyness in Cedric is, though.

Well, personally I consider them grey, but come on, anyone main character has faults and weaknesses and strengths. Only exceptions are Cedric and Bellatrix. Even Voldemort has an explanation of his evil.

Depends on the character, IMO.

As with every story, there are a few black and white characters, but for the most part they are all pretty gray.

It's pretty much one of the themes of the series.

agree with Mongoose09 100% :D