Perhaps the animate version followed more closely, but it didn't finish. (one could argue BECAUSE it followed TOO closely)
I agree with 762, Denethor was really badly done. Witchking of Angmar was made to be a wuss. But I don't personally miss the Mouth of Sauron that much.
And I even agree with Jackson when he left the Scouring of the Shire. I don't think it's central to the story.
In addition to 762's list, I also miss the House of Healing. Heck, Warcraft 3's (for those who play it, I'm talking about the Return of Arthas) movie is more triumphant than Frodo's return.
I also had hoped for a longer epilogue, with some of the Appendix materials. (Death of Pippin and Merry, Gimli and Legolas setting sail, Passing of Aragorn etc.)
Prediction:
RoTK's EE Box will be Blue with Gold. (following the scheme set up by the first two.)
(I don't rule out the possiblity that Newline might release a three-box set with Black and Silver as the "big" box)