So I just finished the entire series and the film for the first time and found it absolutely indescribable and mesmerising.
The only complaint I had about the series as a whole was the continuity, especially referring to the Bobby/Laura, storyline from FWWM to the Twin Peaks pilot. I understand that due to the film being solely focused on the last week of Laura Palmer's life there wasn't much room to explore the individual strands of each relationship in her life, but I was disappointed with the comparison from movie to the show.
As seen throughout the movie, Bobby is portrayed as being hopelessly in love with Laura (which is exampled perfectly when he kisses her picture through the glass and their scene before he does his backward strut into the school). So, the night before she dies, he finds out she is using him for cocaine and is visibly upset by this. In the show's pilot he is shown as 'on top of the world' and shows absolutely no emotion for Laura's death...other than pointing out that he didn't kill her and that she loved him. I mean, I understand the concept of inner turmoil, but considering how he was portrayed throughout the film and how he reacted when he finally realised Laura didn't love him...I don't know, I just didn't feel it was continuous.
Also, at the same time that he is completely love with Laura, he is seeing Shelly on the side...which is never mentioned in the film. I would've believed that he started seeing Shelly AFTER realising Laura didn't love him...and I understand that on some level he would've known all along, but he was so possessive of Laura and it didn't make sense that he was dating her on the side.
I don't know, I might simply be stating facts, but I felt that the Bobby they portrayed in the film didn't match the Bobby shown in the pilot (except for the repeat of him walking backwards into rooms hehe).
Otherwise, I must say, I absolutely LOVED the show and all the intricate relationships and characters! Absolute Brilliance!