I think the biggest mistake they made with the movies was cutting out the backstory of Harry's parents' generation. It would've taken maybe 15 minutes, tops, to keep that in Prisoner of Azkaban, and the further along the story goes, the more important that backstory becomes. It's part of why HBP wasn't as good a movie as it could've been--that past is very important to the story going on in that book, but they'd already downplayed it immensely in the previous movies, to their detriment.
Overall, I really like the movies, and love the books. They're generally excellent adaptations, too--that's just the one big bad call that was made, IMO, in making them.