The main thing the films changed for me, in the way I percieved the characters, was Shelob. In the Two Towers (book), it was creepy and claustrophobic but when you actually see the chapter played out in Return of the King, it's horrible!
Before I only thought of Shelob of a threat to be bypassed but after seeing the film they mere idea of its huge, bulbous body is both sickening and unsettling.
Great work by Peter Jackson!