Somehow this one hasn't been mentioned yet:
I haven't read the Fight Club book, but I've read commentary from the author of the book that said the movie was better. And the movie was pretty fucking good, so the book would have to be incredible to be better.
Big Trouble is another example. It was only better than the book for the fact that the acting was pretty good and it had Tim Allen in it. Other than that, it was the most faithful recreation of the book I've ever seen; I saw the movie about a month after reading the book and it was about a 99% accurate translation, faithfully recreating almost every detail.
As for Lord of the Rings... Well, the movies were pretty good. It's been awhile since I read the books, and they weren't the easiest read, but still good. They had a lot more detail in them which was both good and bad, so I guess the books and movies about even out in quality. Perhaps more credit can be given to the movies since they're the only fantasy setting movies I've seen in years that are worth shit (Legend and Dungeons and Dragons come to mind... ugh).
The movie 2001 A Space Odyssey was also pretty faithful to the book. It falls short a bit, but since most people have increasingly small patience, the movie is shorter.
The movie Starship Troopers somehow convinced me to read the book, and I'm glad it did. On reflection, the movie wasn't bad once you read into it; it carries over many of the themes of the book which makes it more than just a cheap action flick, if you pay attention. Still, book was way better.
Other than that, most times the book is better, provided the audience has the patience to read it. Most movies see better circulation than books do, since they're easier and faster to get through, and can be entertaining without requiring much thought.