In no particular order:
Neville was absolutely amazing. I was holding my best friend's hand and squeezing it to death almost every time he was on screen, especially near the end with all the stuff with Bella. Also, I missed a lot of good moments (like Ginny glaring at Cho right before the kiss) because I was watching for Neville. What I didn't like was the part where Neville tells Harry about his parents. The lead in to the scene was awesome - the way Neville was reading the paper and looking at the original Order phot in the RoR - but I didn't think that it was explained enough. One of the girls I went to the movie with hadn't read the book and she didn't get it. She thought his parents were dead. I loved the way Matt Lewis did it, I just didn't think that the writers did the scene (my favorite on in the book) justice. I also didn't like that Neville wasn't the last one standing with Harry. That said so much about his character, that he could have stayed in the Brain Room with the others while Harry went into the Veil Room alone. I'm just so, so glad that he got to keep his "Don't give it to them, Harry!" line, since that gave us a hint about him not fearing death. I wish Bella had Crucio'd him, though. I wish a lot more had been added to the final scenes, even though they were awesome.
Oh, and how much does Dumbledore rock? HE CAN FREAKING TURN GLASS INTO SAND! That was AWESOME! The fire and water thing that they kept from the book was sweet, too. The one thing I didn't like about that scene was that Voldy's and DD's wands did the same thing that Voldy's and Harry's wands did at the end of GoF - the Priori Incantatum thing. No, movie makers. That only happens with brother wands.
Okay, Bella. I liked her. A lot. And actually (I mentioned this in a comment to someone, but I forget who) after reading her part in OOTP (the book) and remembering her in HBP, I think JKR tweaked her character a lot between the two books. In OOTP, she was a little more playful - speaking in a baby voice and "screaming with laughter" and making fun of Harry and Neville. And HBC did that with her character in the movie. I wish she had groveled at Voldy's feet, though.
Um... how about Tonks next? I loved her! Yeah, her hair was different, but her character was spot on. And character is so much more important than appearance to me. I liked the Order in general, too. Grimmauld Place was perfect, and I loved how they did the family tree and Kreacher. Oh, and the Weasleys make the world a better place. Arthur in the underground made me laugh like crazy. Molly was perfect, like always. I liked that they made Ginny powerful like she is in the books. The twins were hysterical and they genuinely scared me when they first Apparated. The audience went crazy when they appeared. Their exit from school was awesome, but I wish that they had been a bit more explicit that they were leaving for good, not just making trouble. The little scene with them and the younger student who had done detention with Umbridge just about broke my heart.
Oh, and Umbridge! Duh! She was perfect. I loved the voice, the laugh, the kittens, the interactions with Filch, everything. Speaking of new characters, Evanna!Luna was completely and totally perfect. The part with the thestrals was awesome. See, that's what I like about the movies - they change things around a bit (since it was Luna, not Hagrid, who showed him the thestrals), but the spirit of the book is still there. But they didn't seem to show that Neville could see them, too, judging by the beginning of the movie.
Okay, now for the shipping stuff. R/HR LIKE WHOA!! I loved those moments, and I can't wait for more in the HBP movie. The way she looked at him after he opened the sweater vest thing at Christmas was so awesome. And his overprotectiveness of her in the Grawp scene made me squee a little. Oh, and Trio love! Right after the Cho kiss - that was so wonderfully canon that I was getting choked up. That's what I think made this movie the best out of all of them - the characterization was SO CANON! Yeah, they had to finagle the story a lot and cut out some awesome things (like Prefects and Quidditch and such), but in the end, the characters were more themselves than they were in any other films, in my mind.
Okay, how happy was I for the Neville/Luna moments? First she congratulates him on a good spell in the DoM, then three seconds later, he's saving her life! And Luna transfixed by the collapsing prophecies? Awesome. I am still holding out hope for Neville/Luna to happen (for the record, JKR knocked the ship, but she was only answering a question about their relationship in HBP, not for the whole series).
Sirius' death didn't really do anything for me. It was sad, but those slow motion, silent sequences in movies just aren't my thing. Since they didn't explain what the veil was, I guess they had to use Avada Kedavra, but the book doesn't say what spell Bella used, or even what color it was.
Speaking of the end, I didn't like how it was wrapped up. The movies tend to do that, too - they don't explain the wrap up parts enough. GoF did the same thing. When Harry told DD what happened in the graveyard with the wands, DD just said, "Priori Incantatum" under his breath and then there was no more about it. Didn't even bother to explain the wand connection thing. Then in this one, Harry and DD had a few lines talking about Sirius and why DD was do distant all year, but they didn't get the entire prophecy in there, or why it was so important to Voldy or anything about the possibility that it could have been someone else (and I'm not just upset because it could have been Neville - I'm upset because I loved that point about prophecies, that they aren't cut and dried and Voldy was the one who made Harry his equal). So I wasn't altogether happy with the ending stuff, but I guess that's okay.
Anything else? Um... Oh yes. McG pwns the world, especially with Trelawney's firing scene. That scene was perfect. Snape was awesome, but I don't know what the heck was up with his worst memory scene. The thing is, I don't think that that scene is Snape's worst memory because of what James did to him. I think it's his worst memory because he and Lily were friends (and maybe - but I'm not sure of this - he liked her as more than a friend) and he called her a Mudblood, ruining his chances with her. Cuz, seriously, James and Sirius must have done that TONS of times - so why was that one day the memory in the Pensieve? Because of Lily, I think. And that part didn't make it into the movie at all. But, having seen some pictures of what Lily was going to look like, part of me is glad she wasn't there. Occlumency was cool, though.
I thought the beginning of the movie was pretty choppy, though. I didn't really like the way the Dursleys were portrayed this time around. And what was with the lack of Pentunia knowing about dementors and stuff?! Grrrr... Loved Mrs. Figg, though.
Okay, I think I need to be done for now, since I have to leave to do another BatB show tonight. Last night's show wasn't too bad, by the way. Based on the rehearsal we had, I was downright terrified, but it was pretty good!