The Girl Who Played with Fire was, in my mind, the biggest offender when it came to montages of scenes. There were some major cuts to the storyline and loss of context because of that and it suffered for it. The viewer got little of Salander's life on the run and next to none of the story from Blomkvist's investigation or the internal struggle within the police investigation (which left them looking like bumbling idiots when they were not). Also so much of the relationships between the characters was sacrificed that it made it hard to connect.
However, I think The Girl Who Kicked the Hornet's Nest was the best of all three movies. There was even some rewriting (without changing the storyline) to make the plot more contiguous with all the cuts that had to be made. By this time, I'd really begun to warm to the cast too. I thought the ending of the third movie was a little more ambiguous than Larsson left things in his novel, but it fit with the timbre of the films.
I'll end this review the way I ended my review of the movie The Girl with the Dragon Tattoo for I stand by it. If you've read the series, this is an interesting study in Larsson. If you haven't read the books (and you definitely should!), wait for the American version.