I hate making comparisons as often the movie has different endearing qualities that the TV Show lacks. Plus TV Shows have way more time to develop characters, etc. But they also have bad episodes, loads of chances to contradict themselves and often inferior actors to the movie counterparts (not always an issue).
For example, Stargate SG1 was a great TV show, but unrealistic in so many ways compared to the movie. Richard Dean Anderson is a cornball and there's no way the Air Force would put up with that crap in real life nor would they EVER allow an alien to be on their team, etc. You can also tell they tried VERY hard to find an actor that looked like Daniel Jackson (does that matter? I dunno, they had the same Amber from the movie in Clueless, which was great (I had a crush on her), but I couldn't get over them replacing Alicia Silverstone. Given how her career tanked, she should have gone for the TV Show, IMO).
Back to Stargate. The movie's portrayal is darker, but far more believable to me. That doesn't mean the TV Show isn't fun (it is) and I thought I liked it better for some time, but there's just something special about the movie the TV Show lacks from being original to its awesome soundtrack (TV Show just imitates it) to seeing the gate opened for the first time which gave me chills (I got to see one day before it was released at the theaters in my college film criticism class I took as an English requirement) to having WAY better special effects (those Jaffa helmets just "opening" by moving the helmet up SUCKED compared to the morph effect in the movie. I liked to pretend they are alternate universes, really.
Then look at how they screw things over in most TV Shows. The ratings drop a bit and/or the actors contracts are coming up and they know they will all want more money and boom, Stargate Atlantis gets canceled with a promise for a movie(s) to tie up loose ends like Stargate SG1 got and then Stargate Universe sucks and so it gets bad ratings and they just ditch the entire series PERIOD (as if one sucky TV Show means the fans don't like Stargate anymore) and so Atlantis is stranded mid-plot point (I also couldn't forgive them for killing off Tori Higginson ( I had a crush on her since Tech War) to make room for Amanda Tapping who could not play the part for squat and they ditched her too. UGH. TV shows can be frustrating.
But then movies can too. Look at the Divergent series. They tried to milk it for two movies for the final book (that no one liked because of the downer ending and I think half the fans were hoping they'd change the ending for the movie, which then splits the fan base too) like they did for Harry Potter and The Hunger Games and the box office dropped too low on the (boring) 3rd movie and suddenly we have NO ENDING whatsoever (they promised a TV show to finish it up or at least a TV movie, but the actors wanted no part of that (can't blame them) and they still haven't managed anything (game over).