I kind of wish that they had the scene with the Barrow-Wights and Tom Bombadil. That (to me) was a real good (and scary) part of book 1. But then again, thats just me.

Also, I would also have liked to see Prince Imrahil.
There were alot of places that I would have liked to see portrayed, such as: Harad, Pelargir, Dol Amroth, the Tower Hills, Angmar, Nurn, and the City of the Corsairs. Not to mention Erech, Annuminas, and Dol Guldur.
I guess I'll just have to use my imagination...