Denethor was done a little dirty. His character wasn't actually changed that much, it's just that we never got to see him before his descent into despair, for which Sauron was partly to blame due to the visions that Sauron fed to him through the palantir.
Eowyn came across way too sappy in the film compared to how she is in the books.
Gimli, Merry and Pippin all became comic relief.