Tons and tons of stuff they left out or changed, a few completely pointless additions, but the worst thing is that it's quite simply incomprehensible if you haven't read the books. I was watching with my mother, who just gave up trying to follow the plot. Now admittedly I'm not even sure if she'd seen GoF, and either way it was a long time ago that she saw any of them, but I too was often going "er, you do realize that a viewer who hasn't read the books won't understand this leap you've just made".

The HP movies after the second or arguably the third have three strong suits, imho: the set design (their Hogwarts, Ministry, Diagon Alley etc. are rather neat), the action (which is generally quite entertaining and even though they change a lot there too, it doesn't generally matter that much), and a number of actors (in particular Evanna Lynch, Alan Rickman, Emma Watson, Robbie Coltrane, Dame Maggie Smith, and of course Helena Bonham-Carter). Everything else, not so much. They are nearly impossible to follow for those who haven't read the books, and a constant source of aggravation for those who have. I really hope they'll do better in book seven, what with having twice as much time to tell the story. But then, considering how much they've cut out of earlier movies that they now have to get back in (or risk incomprehensibility once more, but then clearly that doesn't bother them much), that might not mean much.