The Princess Bride film was a lot better than the book, IMO. Even with the unnecessary old dude talking to his grandkid. Especially the dialogue added in the Wesley / Inigo fight.
The Lord of the Rings movie was better then the books in the manner that it was far more emotionally gripping and entertaining than the books. Other than that, it was one man's interperetation/vision of the books made into a movie. Tolkien's writing is brilliant in the way that such amazing, never-before-seen concepts are portrayed in a story that will never go out of popularity. BUT it has no real entertainment value for me. The movies are more entertaining, but the books are informative, and put your imagination into overdrive. Each have their ups and downs, and myself, I'd rather watcht the movies than read the books, even though the books are a damned good read, even the third time around. Emotional eye-candy vs. Intellectual mind-candy. You decide.
Green Mile, definitely better as a movie.
Dune, Dune Messiah, and Children of Dune (the recent ones) were good movies, but only
Dune itself was better than the book, IMO. Messiah and Children seemed very rushed, although I liked the really rugged Muad'dib prophet look. Really crusty, cool, and awesome-creepy.

The first Dune was a good movie, but strayed so far from the book that I won't even consider it.