If you've ever read Neil Gaiman, you know he's kind of the king of weird. Coraline is often considered his crowning achievement (though personally I prefer The Graveyard Book or Fortunately, the Milk). The whole book reads like a nightmare, seeded with a constant sense of unreality.
The movie makes a few significant changes. It adds two elements: a neighbor boy and dolls which watch the other mother's victims. Wybie, the neighbor, is in many ways a sensible addition. In the book Coraline spends a great deal of time alone so much of the plot exposition takes place in her mind. Another character allows the exposition to be verbalized. The dolls feel a little unnecessary.
More noticeable, and more questionable, is the nature of the other home. In the movie, the world beyond the door has a delightful magical quality not present in the book. In the book the "other" has a decidedly unnatural feel, whole-heartedly unsettling. While it makes the menace of the other mother more startling, it isn't true to the original story.
Other changes can be explained away as necessary for cinematography, pacing and the like. While I certainly prefer the book and the absolutely eerie audio book narrated by Gaiman himself, the movie is worth a watch. At the very least its an impressive feat of stop motion animation.