Oh god, decisions, decisions... Honestly, I think the cast for LotR was chosen very well, practically all the actors/actresses nailed their roles. My least favorite is definitely Denethor. Not necessarily the actor (who I believe protracted Denethor's jerky behavior well), but his character in general. He's just an awful person who cowered indoors while others fought to the death.
Also, I am not a big fan of Arwen and Aragorn's relationship in the movies. In the book, she was a much smaller character, and I was kind of excited to see her more in the movies. In the films, she had some very good, strong scenes. ( I still wish Glorfindel brought Frodo to Rivendell in the FotR movie.) But the scenes with her and Aragorn are the worst. I feel that they have no chemistry, and their relationship kind of bores me.
Other than that, I thought everything was great!