Well, they really cleaned that up for the movies. No self-flagellation, no insanity for Toby. A happy ending overall.
I kind of missed the "Oh sir/Ah miss" duets, but really, the story isn't about Anthony or Johanna, so I understand why their roles were reduced.
What I found the strangest was the elements that were added -- the parlor scene with Turpin and Anthony seemed quite odd. I really don't get why Turpin was discussing his books, other than to establish that he's a perv. Also, the last conversation of Anthony and Johanna - "I don't have dreams" - seemed incongruous.
But all that aside - I am quite pleased with this movie adaptation. I've never seen any of these actors in anything else (except for Rickman), and I've barely seen any Tim Burton movies, so I had no cross-expectations for how it would go. The flavor was there.
I'd also like to say -- I handled the blood better than I thought I would, but the final three deaths... wow. Each very brutal in their own ways, and perfect.