The biggest complaints I had with the movie was the hilariously inappropriate soundtrack and the complete abscense of any scenes that make the comedian respectable, or his level of evil understandable. They left only one line in that gives insight to the character, which I found kind of upsetting. I actually saw the Comedian as my second favorite character among the watchmen by the end of the story, trailing just behind Rorshach. Of the cast they're the only two who didn't give up what they stood for by the story's end. [spoiler]Granted the comedian isn't in the story long enough to give in, but the entire reason he's not in the story for very long is becasue he wasn't willing to...[/spoiler]
edit: outside of those two things though this movie was awesome, but really, really, really long. Lord of the Rings long. Not really a complaint, I like long movies, but I imagine there will be a lot of complaints about it from reviewers.