Could've been more faithful to the source material
It's been awhile since I've read the books, but how exactly could they have done it more faithfully?
I can see why people would be upset that they took the longest book and made it into the shortest movie--that seems pretty silly, but as far as getting the important details and maintaining characters and whatnot, I think it did about as well as one should expect. I don't need to explain why movies can't (and shouldn't) try to be 100% faithful, right?
Either way, the only major things I remember being left out are Hermione's silly S.P.E.W. subplot (which was just an annoying distraction, let's be honest) and that they left out Peeves, which... he was kind of annoying too.
Oh, and they could've handled Harry's "reconciliation" with the Dursleys better. There's a deleted scene where Petunia briefly talks with Harry about everything that's happening, and as she walks out, she hesitates for a moment, looking like she wants to say something, but then she just leaves. Why this was left out, I have no idea--pacing issues, maybe? I mean, it could be argued that a childhood of torment and borderline abuse is irreconcilable--but it's a movie. We want some kind of recompense for this character we've known for a decade. So yeah, they totally could've kept that scene, or...
something.
shit, i'm rambling