I have to admit to being pretty disappointed by most film adaptations of comic book stories. I won't go into which ones I hate because I'd like to hear your opinions.
To get the ball rolling, my favourite by far is 'Scott Pilgrim vs the World'. This is how it should be done. Give all the films to Edgar Wright to direct (even the Joss Whedon ones).
Secondly, I loved 'Ghost World', and then both 'Hellboy' films. Luke Goss was a-maz-ing in HB2 - much better elf than half of Bros.
There are a lot of films I don't mind - they while away a couple of hours, but nothing even close to reading the original comics.
I think Alan Moore was correct in stating that comics were the only medium for his stories - as much as I enjoyed V for Vendetta (and parts of Watchmen) they are not a patch on the originals (IMO). I'm not even going to mention the others.........