Double Indemnity is one of the rare instances where I honestly think the movie was much better than the book.
The movie features tighter plotting (the novel's climactic shootout involves about ten different characters with various motives descending on the local park); more believable characters, and just generally a snappier all-round feel.

(I did think The Postman Always Rings Twice was better in book form, if only because the film was so obviously tidied up around the edges.)

Interestingly, I've read that when Billy Wilder went to adapt the Indemnity screenplay, he discovered that Cain's justifiably famous 'tough' patter didn't translate at all well - spoken word-for-word onscreen it merely sounded lifeless and dull. Hence Raymond Chandler was brought in to spark things.