I would argue that both books and movies are capable of having deep, interesting features, characters and story lines. Some books are admittably better in book form than in movie form. The harry potter movies have many small connections between books and some things that bring the whole story together, that aren't featured in the films. While the movies do a very good job of putting the story on screen, they were intended to be books, and therefore the story loses something when put in theaters. Books can also capture what a character is thinking, while in a movie the viewer has to interpret that for themselves generally, which can be a good thing or a bad thing.
However, films are very capable of being just as much of an art form as books and just as intriguing. In the movie Casablanca, there are several motifs that appear throughout the film such as a song that plays in the background, a tipped over wine glass, and other things. The motifs would be much more obvious in a book and the story would lose the effect of the motifs being subtley in the background. Movies also capture the facial expressions of characters much better than books do. A book can merely describe what an expression looks like but in a movie, the viewer can see exactly what is going on on a characters face and have their own interpretation of what the character is thinking. In Lord of the Rings, two of the characters, Legolas and Gimley, are enemies at first and then become friends through friendly competition. The expressions on the two characters faces add a humor to the movie that is not present in the books and help the viewer get a feel for the characters, even if they are a little different than the book.
I think that stories that were intended to be books are very difficult to transfer to the screen, because of the way they are written. They are intended to get you to see a character from a specific perspective and that is lost in a film when a director trys to show something that is written down as a tangible thing when it;s not meant to be. However stories intended for the screen, woudl be difficult to put in book form for the same reasons. What a director can do with camera angle and different perspectives and motifs and emotions is just as difficult to transfer as what books are good at.