I was exactly the opposite, the first one took me a while, the second a few days, and the third in 24 hours (to and from Bristol, from Norwich, on the train and a night in the hotel in between!).
I finally got round to watching the film last night and it wasn't as bad as I was expecting.
I don't remember the first book putting the general message of the trilogy across that heavily anyway, so I thought the Magisterium's role in the film was about right, the girl playing Lyra was just perfect, Nicole Kidman was perfectly good as Mrs Coulter, and the Gyptians were well realised, particularly their fenland accents (I'm familiar with all forms of the Norfolk dialect and while they weren't perfect, they were better than most you see on TV/Film which just end up being West Country).
The most criminal thing is the ending, but I can even see the reasoning behind cutting it.
The end of Northern Lights is more like the ending of the middle part of a trilogy, leaving you on a really bleak note (ala Empire Strikes Back for instance), so I can understand why the studio didn't want it there, that's not to say it was the RIGHT call of course, but there is still the option of starting a second film at Asriel's lab/prison and going from there.
It's been nearly a year since I read it, so I'm sure there are some more glaring ommissions in the film that were noticed by purists, but if you're THAT into a series of books that you know every minute detail I think you should should stay away from the cinema when they make it to film, it'll never be perfect.