When it comes to filming, you get a time limit to as far as how long you can make a movie. In Hollywood, the average feature films average less than 2 hours per film. Although, there are huge movies that go beyond that as the likes of lord of the rings, avatar, and etc. That alone limits you on what you have to show from the book to the big screen or tv. I think this is the biggest difference. You just can't squeeze everything in. You just have to choose the important scenes off the plot or storyline.
Next would be the difference in how the story is being portrayed on the screen. As a reader, you are free to create your own imagination on what you are reading, and that won't always be the same on what the movie makers have in mind. Once those scenes are reflected on the screen, that's it. You don't get to create your own imaginative mind on how things are going to happen. Often, fans get frustrated because what they thought of what they read is not reflected the same way they wanted it to.