As a fan of X-Men: The Last Stand I can't believe that I haven't already posted in this thread except to talk about the color palette.
Anyways, everyone knows what the movie got wrong, and I pretty much agree with those things, but here is what I believe the movie got -right-
*Explanation of the Phoenix
In my opinion, the mental blocks / dual personality is really the most consistent explanation with what the previous movies set up. With Magneto's mutation machine established to have no effects on mutants, there had to be another reason why it effected Jean. The mental blocks is the perfect explanation as to why Jean Grey was more sensitive to it when the other mutants weren't. In addition, I still like the fact that the struggle between Jean Grey / Phoenix occurred at the mention of Scott. When Wolverine brought up Scott, Jean Grey became herself again, and the struggle between her and Phoenix began. When Xavier mentioned Scott, her emotions of killing her lover with her uncontrolled power overwhelmed her, and as a result her powers were unleashed and the Phoenix awoken. And during the climax, it was Wolverine's willingness to die for her that brought Jean back. But throughout the entire movie, her desire to be killed came from her love for Scott, and what she did to him. The Phoenix Saga may not have played out the way it was supposed to, but at least they retained that one particular (and vital) element.
*Beast
Sure, he wasn't really in the laboratory like a lot of us would have liked to have seen, but Beast's political angle, his dialogue, tone, mannerisms, everything about the character was done very well in regards to the source material.
*Magneto
Magneto is, in my opinion, the best translation from comics to movies in the entire trilogy. X-Men: The Last Stand continued his character from the previous movies, and brought to a light a few of his comic book counterpart's traits - the televised terrorist threat, the elegant speeches and army building, the quest for mutant liberation at any cost, the defense of his fallen friend's legacy.
*Cyclops' reaction to Jean Grey's death
Maybe my cartoon memories are overwhelming my comic book recollection, but Cyclops grieving and leaving the team in light of Jean Grey's death seems perfectly in character. What happened on his departure was not in character, or accurate, but his leaving, and his interaction with Wolverine before leaving, was priceless to me. And if it weren't for the outcome of the movie's events, would be one of my favorite moments of the trilogy.
Those are some of my favorite elements off the bat. I may come back and post more later.