Books that were better than the movie:
Trainspotting - I still like the movie, but the book just captures a lot more variety in the characters' lives.
The Mists of Avalon - not a feature film, but TNT did a mini-series several years back. This is unique in that they managed to include almost all of the important details of the story, and a lot of the dialogue comes through nearly verbatim. And yet they still managed to completely alter the point of the story. That's a special kind of fail.
I can't recall any films I've seen that I thought were better than the book. I did find an instance on TV, though. I'm a fan of the show Bones. Last time I flew to Scotland, I ran out of reading material, so I picked up a paperback from the series that Bones is 'based on.' I was expecting that some of the details, setting, etc. would be different, but thought that the main character, Brennan, would be similarly quirky. Not at all. I found the character in the book very dull and ordinary and almost completely interchangeable with every other stock forensic/detective character in mass market mystery series. I was really disappointed.