All the movies except the first two were sorely disappointing to me personally. But I could live with that as I know it's hard to make movie adaptations.
I never really paid much attention to the Death Eaters' costumes but I remember the masks were kinda irritating. They looked like they were attending a masquerade ball or something. (Edit: I'm not so sure of the masks. I can't remember if it's in Goblet or the Order movie. Sorry.)
I was actually imagining the sphinx in the maze before I watched the movie and yes, it was disappointing it wasn't included! I really hated the way they made the maze hedges like some monstrous creatures out to get the Champions when it was really a battle of wit and skill and not how fast you run from some sort of maniac-on-the-loose.
I don't actually "hate it" but it was the most irritating adaption so far. After POA, I actually dreaded watching the next ones but I still watch them anyway if only to aide me picturing the characters and scenes in the book.
I have to say the great late RICHARD HARRIS perfectly portrayed Albus Dumbledore (and I keep saying this part) DOWN TO THE TWINKLE OF HIS EYES UNDER HIS HALF-MOON SPECTACLES. He really gave credit to Rowling's Albus by actually reading the books and getting to know the character he's portraying and not just relying on the script or the director's instructions. I know Sir Michael Gambon is a very good actor (I like his other portrayals) but his Dumbledore is just so irritating she could match Dolores Umbridge in causing me the same amount of irritation! (Sorry, I just feel strongly about this whenever this sort of question's asked.)
Heavenly Alan Rickman as always gives a very good portrayal of Severus Snape. He's the quintessential British villain (he should be having pioneered that sort of character, remember Die Hard?) And the Phelps twins also give Fred and George life. Imelda Stanton also as Umbridge was near-perfect. "Near-perfect" because her Umbridge was actually nice-looking compared to the books' "toad" description. Robbie Coltrane also plays Hagrid greatly.
I have to say Emma Watson's Hermione is just too pretty compared to Rowling's bushy-haired, big teeth Hermione. But it's the movies, and I'm fine with Emma. Before I read Philosopher's Stone the movie were already shown and though I haven't watched it, the book I borrowed actually had a clipping of Dan, Rupert and Emma's picture in Hogwarts costume so when I read them I was actually picturing the actors already.
Oh, this is me talking. Not Bella. =P
By the way, I just finished reading your answer on that letter to Voldemort question and it's still cracking me up! I have to categorize that as your Best Answer ever! LOL