There are quite a few major subplots in the book that are critical to character developement that did not make it into the film. These include key details in the lives of all the Weasleys: Ron, twins Fred and George, Ginny, Percy and the parents. Also, some hold over stuff with Hermoine from the previous book is carried over into this one - but again, dropped totally from the films. The film did not include any of the Quidditch activities from the 5th year, nor did it really emphasize the all-important O.W.L. exams.
I have to say that reading this novel was a pleasure in that so much of it was unspoiled by having seen the film first. Again, I must commend Rowlings as she continues to grow as a writer with this novel. You can see the evolution in her style, in her narrative abilities and her growth of all the characters of this world. You can see her building upon this epic adventure, allowing things to get darker and more serious as the characters age accordingly.
I look forward to starting on the 6th book and then getting to the 7th. My goal is to have both completed by mid-September at the latest.