I liked the look of the film, even though the print we saw looked like it had been through Gulf War II.
I rather liked Gambon's Dumbledore: he does the distracted and sort of fumble-bumble thing nicely. As the housemate pointed out, though, there is a lack of the feeling of Dumbledore being Harry's grandparent-proxy.
The new sets were fucking amazing. Part of this is because I am really kinky for open-work timepieces and orreries- however, there were a lot of changes to the set, and I think they were distinctly beneficial. The presence of hills on a campus that's somewhere in Scotland, for example. This pleased me enormously.
I thought that the performances of the actors who had appeared in other films were superior, in general- and David Thewliss was great, as was Gary Oldman.
Foreshadowing for books four and five exists- and I had to ask someone who had recently read the third book if I had just MISSED IT ALL READING IT.
There were some lacks- for me, the biggest lack was the brevity of Maggie Smith's presence. You can't have too much Maggie Smith for my money.
It did seem a lot more... real than the Chris Columbus movies, though. More tangible, more like real life. Less like some idealized set-piece that was more focal to the film than the actors.