I think it depends whether you discover the book first, or the film. Whichever you experience first is going to be the definitive version for you, so the chances are that you're going to be disappointed when the other one's different.

Having said that, I'm sure I read that John Buchan, author of The 39 Steps, acknowledged that Hitchcock's film was better than his (Buchan's) novel. Buchan had had his hero, Hannay, on the run and wanted for a crime he didn't commit. It was Hitchcock who made the crucial improvement of having him innocent and on the run ... while handcuffed to a woman (if I've remembered correctly). Also, the memory man, who plays such a key role in the film, had made nothing more than a throwaway appearance in the book. Hitchcock used to do this all the time - take one or two key plot devcies, then ditch the rest of the story in favour of his own.