I'm generally not a big fan of movie adaptations of books, that being said - A Clockwork Orange would probably be my favourite book turned into a movie - because both book and movie have immensely strong points. However, I have already mentioned ACO for this tag, so I shall go with another answer - the Harry Potter series.
Personally, I like the books much more, and the first 4-5 movies, I thought, were absolutely disastrous. Actors who resembled their literary counterparts - check. Special effects - check. Wonderful sets - check. Acting - terrible! And that's why.
It's only the last book - Harry Potter and the Deathly Hallows, which seems to have been adapted well. I rather liked the Part I movie, which I saw last year, and am now waiting for Part II this summer. The HP7 movie seems to have what the preceding movies didn't - good acting and that certain touch of finesse.