If you're a fan of the novel, then Lyne's Lolita is the only Lolita worth watching. It is an incredible film and a true adaptation. The only major difference between the book and the film are the ages of Humbert and Lolita. In the book, they start off as 36 and 12, while in the movie, their ages are late 40s and 14.

I know some people will defend Kubrick's Lolita and say it couldn't be faithful because it was made in the '60s. That doesn't change the fact that it's still a crummy adaptation of a great novel. Kubrick should have never made it.