I have to say that the interaction between Gandalf and Pippin was my favorite part of the movie. I'd been looking forward to that since the first time I saw Fellowship. My dad read the trilogy to my brothers and me when we were younger and I can still hear in my mind the disgruntled voice of Gandalf (as read by my dad) when he called Pippin by his full name. I also like the scene where Pippin looks at the seer stone and confronts the dark lord. To me it is a way of showing that all Hobbits have this inherent strength that Sauron cannot easily corrupt. It's not just Frodo, all Hobbits have this quality.
I loved Gandalf's reference to a life after death. I thought immediately of Tolkein's friendship with C. S. Lewis (not to say that it necessarily has anything to do with anything), but more than that I think it gives a deeper meaning to why the armies fight, and where some of their courage comes from. When there is nothing to fear from death, then it makes it easier to do the right thing, despite the risks.
I think HoM is selling Arwen a little short. Put your personal feelings about Liv Tyler aside and look at the character itself. (I think she's pretty, but then I'm a brunette, maybe that has something to do with it. I also don't find that her acting style bugs me, but I can understand if she doesn't hold the same charms for the rest of you.) Arwen's strength is not her ability to wield a blade, though in Fellowship they show that she is not unskilled with one. Arwen's strength is in her faith. One of my favorite lines is when she says "You are Illsadur's heir, not Illsadur himself." At the times Aragorn doubts himself, her faith in him and his abilities remains strong. It reminds me a lot of Mary Smith, Hyrum's wife and Joseph Fielding's mother (I think that's right). Her strength came from her faith in God and in the leaders of the church. She was never unwilling to make sacrifices, and she was a great blessing to many throughout her life. I think this is the kind of woman, and the kind of strength, that Peter Jackson was trying to protray with Arwen as a character.
As for Arwen vs. Eowyn, I don't think the choice was that hard. Aragorn realized that to Eowyn he was an icon, a heroic figure, but to Arwen he was a person. She saw him as he was, and sometimes she saw him more clearly than he saw himself. I think that's one of the signatures of true love, the ability to see the truth and love the person anyway.