I second several of the films mentioned. One that hasn't been mentioned is Interview with the Vampire. Although it wasn't totally true to the book, it captured the feel, and the essence of the book beautifully, and was a visual masterpiece as well.
"If you don't pray in my schools, I won't think in your church."
As other have mentioned the BBC version of Pride and Prejudice. I make a point of watching in at least once a year (over a weekend since its six hours). I actually haven't seen the new P&P since I figured it would be a disappointment after such a wonderful adaption by BBC.
Also, I agree that the first Bridget Jones movie did a pretty good job (probably due to Colin Firth as in P&P )
I'll fourth or fifth the BBC's Pride and Prejudice. It is my all time favorite "movie" or miniseries. I also make a point of watching it a couple times a year.
As a child I liked the 90s version of The Secret Garden. I liked Sin City as well, though I haven't read the comic books associated with them (I've heard they're right on).
Since I just finished the Kite Runner and watched the movie last night. I must say that the movie did not disappoint. Of course, some parts were ommitted but for the most part stayed true to the book.
I am looking forward to seeing The Secret Life of Bees on the big screen since I read that book a few years ago. Just from the previews - I am a bit disappointed. I pictured the character played by both Jenifer Hudson and Queen Latifah to be older women.