For a book adaptation, it's AMAZING. Did they miss some things? Of course. Did they have to change some things for time? Yes.
My biggest peeves:
How she came by the pin and her giving it to Prim, who gave it back to her. Her getting the pin from Madge and the whole back story to that is very important to future plot points. That will just be something that they have to adapt in the future to keep it relevant. They can even manage to bring it back to that pin being from Madge's family later on in the movies.
Haymitch. I envisioned a drunken walrus-looking man. Large and clumsy. He also stumbled and slurred much more in the books. Woody Harrelson was FAR from my vision of Haymitch.
Katniss and Peeta's relationship on their way home. It was much friendlier than in the book.
Other than that, however, I thought they did a fantastic job. I loved seeing things from the Gamemaker's perspective; especially the obstacles. I loved seeing the other districts watching and rising up.
I never want to see movies twice IN the theater and I wanted to go back the next day! LOVED IT!