First of all, the very nature of the horcruxes was changed. In the book, Voldemort never knew if a horcrux was destroyed. But in the film, he felt every destruction as if it was a physical attack against him. That was important, as it added to Voldemort's desperation to not only eliminate Harry, but achieve total victory. He might not have event attacked Hogwarts the way he did if he was certain that they had never found it. He wasn't, so he attacked quickly and without mercy. In the movie, however, because he knew if a horcrux was destroyed, he knew that the one in Hogwarts was still intact. His attack on Hogwarts thus is not so much desperate as a controlled attempt to regain his property.
Another difference is the popular declaration: "Not my daughter, bitch!" by Molly Weasley. In the book, it comes from out of nowhere. Sweet, if hardassed, Molly had never uttered such language in the past, and certainly never became so angry. So when she stated that unexpectedly, every reader knew that it had truly hit the fan. In the movie, it is obviously built up. In fact, it's presented as if Molly used such language frequently. There was just no emotion the whole deal. It just was. I suspect it was only added because it was popular when it first appeared. But just compare it to the treatment "I'm the Jugernaut, Bitch" recieved in X3. There is came as a surprise and was said with good enough emotion. That was a much better homage than the Harry Potter line recieved.
But all this is minor compared with the atrocity that was the final confrontation between Harry Potter and Tom "Lord Voldemort" Riddle. In the book, it was an intense stand off between the two mortal enemies prophesized to kill the other. During which, Harry pleaded with Tom to save himself, by showing remorse for the first time in his life. Harry implored for many intense minutes whiled explaining the reasons that Tom couldn't win. (1) Harry's sacrifice for his friends provided a protection from all of Tom's deadliest spells. (2) The Elder Wand belonged Harry and thus wouldn't harm its master. The confrontation ends when Voldemort attempts to kill Harry, only for his curse to rebound again and kill him, this time for good. A brillant conclusion for a wonderful opus. And the film shat on it.
In the movie the final confrontation is changed to a mono-a-mono battle between Harry and Voldemort. It even ends up with a Beam-o-War between the two. That's it. No intense banter, no Harry explaining how Tom can redemn himself, it was just a classic fight to the finish. And it changed the whole nature of the story. One of the themes of Harry Potter is that Love Redemns. In the movie that theme is dicarded and replaced with Evil must be destroyed, no possible second chances.
Why is this important. Because by changing the ending, THEY CHANGED THE WHOLE STORY. Harry never learns the value of remorse or pity. He only learns that bad people need to be destroyed, no ands, ifs, or buts. That is not the lesson Ms. Rowling intended to convey. She wanted people to know that showing mercy is not a sign weakness, but a sign of true strength. That is not the ultimate lesson of the movies, not at all.
Damn Hollywood. They always do this. Rather than a bit of dialog that might make the audience think, they went for a magical fist fight. These directors, producers, and even screenwriters; they truly think that American audiences are dumb, that they only want action, action, and even more action. No phychological drama at all. And because of that, they ruined a great story.