Major differences that I could see / remember:
No Dursleys. No house elves. The Burrow gets destroyed after bellatrix and greyback show up over Christmas. They gave Harry and Ginny's kiss to Ron & Lavender brown. Lavender acted like a total air head over ron, which wasn't how I read it happening in the book but was funny. The actor for Slughorn was good if off from the tone I imagined him being. I mark it up to the difference in his appearence and the description of the character in the book. There where no memories of Tom Riddles mother shown.
Minor:
This is the first movie where -everyone- looks older, Alan Rickman, Maggie Smith and all the adult cast look older. The effect is ... interesting given the series theme about growing up and its placement in the 'darker' times.
They took their time with the movie, going deliberetly between the plot points that tie the the series together to the ones that eventually connect all the loose ends in Deathly hallows. This was not 'rush between the events' like 3 or 4. A lot was glossed over as far as expotition goes, but Rowlings 'explain everything after its happened' doesn't translate well to movies.
Oh yes, Snape Kills dumbledore.