I almost always like the book better too. It's just that while The Shining, Stephen King's third novel, written back when he had a drinking problem and was a new father (what the story is an allegory for) is indeed a great book, the movie is basically perfect, one of those seminal achievements in film. I guess you don't agree. While I would easily rank The Shining very near the top of a list of my favorite movies, the book is just one great book among many.
JAWS is another example of a movie just being more than a movie, it's a work of art. And that was a pretty good book too (albeit gross and exploitative), but it's just not the same.
Re: The Shining miniseries, it's pretty crappy. I mean, we're going to compare Jack Nicholson to fucking Steven Weber? From Wings? C'mon. And even Melvin Van Peebles, who I love, is no Scatman Carothers. And the kid was annoying. That's just the cast, saying nothing of the constraints of television, effects, cinematography... I mean, what about all that steadicam stuff?
Anyway... I do own The Shining miniseries dvd. It's worth it for the Stephen King commentary (yeah, it's a full length commentary). As a fan of the guy, it's pretty fascinating.