I much preferred Fight Club, Interview with a Vampire, Lord of the Rings and A Clockwork Orange in their film versions. Either because the books were either too damn boring (LOTR & anything by Anne Rice) or convoluted (Fight Club or anything else by Chuck Palahniuk), or because I simply really liked the film (even if Anthony Burgess was extremely opposed to them making it the way that they did and even wound up regretting having written it in the first place). I also liked Silence of the Lambs better than the book, and Thomas Harris is actually one of my favorite authors. I just thought that Anthony Hopkins did a fan-fucking-tastic job as Lecter, and so the film manages to edge past the book in terms of which I like better. I also think that I liked Dr. Strangelove or: How I Learned to Stop Worrying and Love the Bomb better than the book, because it was so much more satirical, which is right up my alley.
A couple of films that I liked at least as much as the novels are How to Train your Dragon, Shawshank Redemption (though I liked Stephen King's rendition of The Shining better, despite the movie having some great details), /maybe/ American Psycho (I really, really liked the book, but the movie was well done. Christian Bale is an incredible method actor. Interestingly enough, Brent Easton Ellis also hated that this film was made, and I can't really say that I blame him because all of the symbolism was completely lost on the big screen) and Howl's Moving Castle (I adore Diana Wynne Jones and read all of her books as a child, but Miyazaki is superb).
There are also a couple of movies that I really like but haven't read the books that they were based on. I know that's not exactly what you were going for, but I can't imagine the novelization of Who Framed Roger Rabbit impressing me more than the movie did. Though I hear that they're pretty different, so I could be wrong. Memento was based on a book as well, but was so great that I don't know if I even want to read the book. Hmm, I know that there are a few more that I could be listing, but I should probably stop yammering now - good thing that you didn't ask about books that I enjoyed more than their film adaptations, or we'd have been here for a year!