We caught The Girl Who Played With Fire at the cheap theater here in town a couple weekends ago. We both enjoyed it and found it as close to the book as possible. Some things are always simplified to make it into a movie. I liked the subtitles and hearing it in Swedish. It is quite violent but so were the books.
Apparently the 3rd movie The Girl Who Kicked the Hornet's Nest is just out... that will make a good Winter night outing. After John reads the third book that is.