I was already impressed by the first part of this trilogy, Hunger Games. But Catching Fire topped that one by far - might be because the movie didn't go in depth, it didn't waste time getting Katniss and Peeta back into the arena, so there was room left for improvement.
The book, on the other hand, focuses much more on the aftermath of the first Hunger Games, on Katniss trying to move on, on the threat posed by Snow and the Capitol which is much more immediate and intimate (the threat to her family and Gale, punishments like whippings, starvation, turning people into Avoxes and presenting them to Katniss, Cinna's elimination in front of Katniss's eyes) - on her trying to run away, but slowly realizing that she has a bigger role to play, that what she meant as a ploy to get both Peeta and herself out of the arena alive kindled hope and resistance around Panem. It's kind of like her focus shifted from narrow to wider (to narrow again after the Quarter Quell was announced and her main goal was saving Peeta) which makes the events in the second games more like a continuation, a culmination of what began in District 12 and the victory tour, rather than the main focus.
It's also the little facts about earlier Games that turn this into a fascinating read - such as how Haymitch won his Games, or what happened to Finnick's girlfriend. I know I shouldn't keep comparing book to movie, but the written story develops much more smoothly and consistently. You learn more about the other districts, and the way they're run by the "Peacekeepers" (and the way Katniss realizes that District 12 actually wasn't so bad off till a change of guards occurs - leading to Gale's punishment and Katniss's change of heart from flight to fight). The revolution is an underlying thread, even during the preparation for the Games (such as Plutarch's little appearance at the party, Cinna's creating the dress), and the events at the Games move consistently towards the climax, not catching us by surprise. And the idea of a surviving District 13 is introduced much earlier in the story when Katniss meets runaways from District 8 in the woods. So, the whole plotthreads are laid out, and they come together beautifully. But Katniss herself feels like a failure: She might have incited the people with her actions, but she failed to meet her final goal, saving Peeta who she thinks is much more suited as leader since he's much more aware of the bigger picture and better equipped with handling media and people. Especially since their personal relationship remains unsolved.
Even though the Games themselves aren't the main focus here, Collins takes time to introduce the other victors/tributes - and she doesn't forget to show that, even though most of them are now mentors themselves, they still suffer from the aftermath, turning to drugs etc. I think this is the one thing you wouldn't expect in books for adolescents: There is no happy end, as we've already seen with Katniss and Peeta, but that point is emphasized with other victors. There's only one little nitpick, if you even want to call it like that: What exactly is the motivation of the other victors, trying to save Katniss and Peeta, joining the Revolution? Essentially, they're willing to sacrifice themselves - did they plan that revolution for years, and now that Katniss has openly defied the Capitol, they think their time has come? And if Plutarch is part of the revolution, did he have contact with the mentors of the other districts prior to the end of the Games? Couldn't he have told others what would await them in the arena, not just hint obscurely during that party? Of course, given what happened to Seneca he had to tread a fine line, but given that the Games were in part a highly organized conspiracy I find it difficult to believe that he wouldn't have been able to get more information to the tributes (therefore saving more of them). I guess this background information is part of the story that gets lost due the 1st person PoV.
Now, we have Katniss on her way to District 13, an open revolution, a destroyed District 12, and Peeta imprisonned in the Capitol, likely tortured, likely brainwashed and used as leverage on Katniss. Quite a bleak ending. Fortunately, there's still Mockingjay to come.