Roy was just...sneakier in the manga too. He never exactly broke the rules, but he was a lot sneakier, more devious--just all around COOLER, and he really cared about his team (examples with Havoc and Hughes especially). In the anime (the slightly fansubbed version I saw) he's described as only caring about reaching the top--ONLY that. The only scene I can think of that argues against it is when he assigns the lieutenant group the job of finding Havoc a girl friend, because Havoc was too distracted without one.
Anime version also doesn't seem as affected by Hughes' death as the manga version--long after the murder, the manga version continues to search for Hughes' killer, asking the Barry the Chopper guy if he had done it. He doesn't make a big deal out of it even though there's some angst, but you can tell it stays on his mind as a revenge/constructional thing. He doesn't forget. Hughes' murder is mentioned in the anime, but only as a warning/example of what could happen if people got too careless.
Another guy I REALLY like more in the manga was Envy--he's portrayed as a lot YOUNGER and human-like in the manga; he makes mistakes and goofy "Aw shit no" faces and says he doesn't like to fight (he likes to kill people; just not fight) so he's got more personality. In the anime (the bits I've seen) he's just this evil, angry selfish guy who's still very suave but...yeah.
Devious, very evil, very delicious, but he was funny in the manga--he wasn't perfect, he didn't win all the fights, and at times you could tell he felt something for his companions--he was pissed when Lust was murdered. He even seemed nervy, if not afraid, about how close the public had come to finding the Sins' base! He felt something like fear, something like companionship--maybe not those things exactly, but there were more traces of humanity and youth in the manga version--the anime version was still very accurate and cool, but very jaded and cold.