@thunderslash: An interesting question. The movie, I will admit is not great, but does have some interesting tibits of information stored in it.
The first 30 minutes or so covers the murder investigation that took place before Laura Palmer's. Unfortuantly due to reasons Dale Cooper is only briefly in this segment and the actors for this part are Chris Isaccs and Kiefer Sutherland, who in my opinion do an OK job.
The remaining movie pretty much shows you Laura Palmer in her last days. It's somewhat interesting and if you remember some rather obscure lines for the series then you'll be quite impressed how tight nit the continuity is. However, unlike the series this part of the film is very dark and rather depressing. There is very little of the lighter side of Twin Peaks in this movie.
I'd say give it a watch at the very least (and there is a small amount of the film that takes place after the series but nothing groundbreaking) and come to a final conclusion on your enjoyment of watching it.