Ok, I went to the midnight show and was very excited, but a little apprehensive because I thought it may disappoint like OotP. Anyway, I agree with alot of what unicornkeeper and caity crucio said.
* I didn't like that they didn't start at the Dursleys, that wouldn't have been a long scene and I would've liked to see Dumbledore tell them off like in the book.
* I thought Slughorn and Narcissa should've more closely resembled the book descriptions
* The scene at the Burrow was completely unnecessary and presents problems for continuing the story in DH
* I thought it was nice to have Luna find Harry on the train, didn't mind that it wasn't Tonks
* The special effects were very nice, though it seemed that they concentrated more on this than story substance (The cave and Katie Bell scenes were great)
* I hated that they had Ginny hide the book...Harry's hiding the book was crucial to him finding the diadem horcrux
* I think they should've put in the House of Gaunt just to show Tom Riddle's history more in depth
* There should've been a little more discussion between Harry and Dumbledore about the horcruxes and what the other ones were, like in the book other wise how will he know what to look for in DH
* The scene between Dumbledore and Snape on the tower before Harry came up to go get the locket horcrux w/Dumbledore was totally out of place and wasn't revealed until the Prince's Tale in DH
* Harry wasn't as broken up about Dumbledore as he was in the book
* I would've liked to see a small scene with Snape teaching Def. against the Dark Arts
* More about the Half Blood Prince and Harry's "obsession" with him instead of just always showing him with the book
* It could've been a waaaay better exchange between Harry and Snape after Dumbledore was killed

All in all, I liked the movie,but I think the screenplay writers should've been lovers of the book so that they would know what to keep and what to leave. Just small things here and there would've made it better