Back to Stargate (the movie) VS Stargate: SG-1 (the television series), and their differences:
The best comparison I can come up with is the differences between the M*A*S*H film and series. They end up being two very different entities, because of the differences between a film and a continuing series.
With Stargate: SG-1, the differences start with the casting of Richard Dean Anderson as Colonel Jack O'Neil, over Kurt Russell in the same role. For one thing, Anderson is taller. This always works well for television, I don't know why. Also, Russell played the role as a military jerk. Anderson is more laid-back, more inviting to the audience, and his sense of humor comes through in the character.
Second, the supporting characters are better. Michael Shanks is more compassionate than James Spader in the techno-nerd role. Add Amanda Tapping, Christopher Judge, and Don S. Davis as the Brilliant Woman in Uniform, the Alien Who Has Joined Our Side, and the Gruff Commanding Officer With a Heart of Gold (respectively), and you've got a very good cast to work with.
The filming location works to the show's advantage, as well. Switching from the very expensive Mojave Desert to the wilderness surrounding Vancouver, BC, has paid off, both financially and in terms of setting.
Finally, having on-going storylines and relationships has given the series a lot to work with. There's the original bad guys, but there's other villians and allies to deal with, all with their own backstories. Some of it can take a lot of sorting out, if you're just joining into the show. But it's worth the effort.