There were a few significant differences between the book and the movie, but as far as screen adaptations go, Sofia Coppola did a really good job of staying true to the original ideas that Eugenides had, and kept the overall surreal, haunting quality very present. In fact, most of the dialogue from the movie was taken right out of the book. While I did enjoy the movie thoroughly, and seeing it was my reason for reading the book, I am sure that I enjoyed the book much more than the movie.
One of the biggest differences in the plot of the book versus the plot of the movie was the death of Mary Lisbon. In the movie, Mary Lisbon dies right away alongside her sisters in the final suicide that ends the book. However, in the book, she survives for a few weeks, before killing herself with sleeping pills in the family home. I personally liked the movie version of this better, though the novel made us feel a lot more sympathy for Mary and learn about her more as an individual. I think this was cut from the movie for timing reasons, and because it would have dragged out the plot a lot longer. I personally don't think it would have worked very effectively on screen.
Another thing Coppola changed was the character is Trip Fontaine. He is much more likeable in the movie then in the book. In the book, his reason for leaving Lux alone on the football field is because he "got sick of her", but in the movie adaptation Trip says that he left her and he didn't exactly know why. It is made very clear in the movie that Trip was full of regrets about his life and was still haunted by the memory of Lux. In the book he seemed belligerent and somewhat obnoxious, but Josh Harnett played him with more lightheartedness and likeability.
A lot of the uglier details of the novel were left out. The conversation about Therese having upper lip hair that needed bleaching, and the sequence where Lux fakes an appendix rupture to get a pregnancy test and finds out she has an STD were conveniently not there. They would kind of wreck the ethereal and dreamy quality of the movie, and wouldn't really fit in to any of the other sequences. In this way, the book seemed more raw and realistic.