OK, from the perspective of someone who's read the original
comics when they first came out:
Marv: damn good portrayal by Mickey Rourke. I had my doubts about
his ability to pull it off, being somewhat short of seven feet
tall, but damn, he did good. He could, however, have been a bit
more menacing when he was talking to Roarke.
Dwight: honestly, CMI. Miller's Dwight was cool, but he was also
intense, and Clive Owen failed to bring out that intensity. When
introducing Dwight's character in Dame to Kill For, Miller
presented him as a generally good guy who's compelled to right
wrongs in the most violent way he can. It just comes out wrong when
presented without that context.
Rafferty: Del Toro did a good job of playing the live Rafferty, but
he was not taunting enough as the dead one.
Hartigan: bad casting, plain and simple. Should have picked someone
older.
Nancy: pretty vanilla performance - the best part was when she
grabbed the armload of beers for Marv.
Miho: again, pretty much to form - good job.
Gail: great job by Dawson - she got the part right, except maybe
the bit when she went, "oh, nuts".
Shellie: the role asked for hick trailer trash with attitude, and
Brittany Murphy pulled it off well. I just wish she didn't sound
like Smurfette.
Lucille: pretty good job, but something was misssing - Miller's
Lucille came off as a bit more hard-nosed. Can't put my finger of
it, but I think maybe the delivery of the lines needed to be more
deadpan.
Becky: pretty good job, but she needed to be just a bit more
annoyingly self-righteous.
Roarke: average performance - he needed to be hysterical when he
first saw Kevin's head, and the rest of his lines weren't in a
bitter enough tone.
Manute: what can I say? Michael Duncan Clarke was perfect for the
role. I'd like to see how he would perform if they ever did a film
version of "A Dame to Kill For".
Bob: a good dose of cynicism that you would expect from Michael
Madsen, but Bob's also a wheedling little character who's more
cowardly than greedy.
Kevin: what was Elijah Wood doing smiling at the end? Kevin's
supposed to be poker-faced.
Visuals were perfect and script was true to the original - I
actually found myself muttering some of the classic lines as they
were presented in the movie. 
