I'll start with my thoughts on characters and their appearances, etc.
Harry - We all know how good looking Harry is. I'm glad they chose to go with the hair-cut Harry. He dresses rather well too.
Dudley - IS RIDICULOUS. Really. His outfit is completely laughable, his voice is odd, and his acting is positively horrible.
The OTHER Dursleys - Vernon is perfect, although his face is a bit redder than I remember, and he looks like he may have put on considerable weight. Petunia is wearing this completely odd out fit, and I wasn't sure if it was a bathing suit or some kind of weird jumpsuit.
The Order - Fantastic. I'm not just because I love Moody.
Headquarters - When number twelve Grimmauld Place emerges, it's really cool. The inside is exactly how I imagined it. I was a bit disappointed that they didn't do it like the book and have the place protected by the Albus. Instead of being given the slip of paper, Moody knocks.