6 Answers

If I read the book, I am the character... and feel every way they feel and want to lash out at those who "hurt me". (The Color Purple, Beach Music, The Dead Zone to name a few) Movies I get touched by but it is someone else who is hurting and to feel sorry for....

By reading a book,  most definitely!!  I get the authors words describing the character and build it in my mind for maximum true definition.  In a movie,  many times the actors personality comes through too much to feel connected to the "character".  Often, doesn't feel authentic.  In great movies it does and that is what make  them special and a pleasure to watch and get into,...like a good bookl!!

Reading the book.

I, too, feel more connected by reading the book.  My imagination creates the images, with the information provided.  I am not necessarily the character, but I am actively involved, right alongside my hero or heroine. 
A book can describe the feelings a character is having in depth.  Movies don't have as much time to develop characters, and books-to-movies often lose alot in the transition.
It's difficult to see an expression on the face of a movie character and really get the whole emotions that words in a book describes.

Feel more connected if I read a book. Right now I am reading a Novel in German. Brushing up on german lanquage.

Reading the book is is better.