Thanks for explaining Arwen’s different look. I couldn’t believe it was a continuity error, and I didn’t remember that about the elves when I read the books. I need to read them again. Once is obviously not enough. 
To me, to just see the theatrical version jips the viewer. The EE’s have so much more, and they add so much cohesion to the story. I ahve watched the actor’s comentary and tonoc will watch the director’s.
I do wish PJ had done the Hobbit. Oh, well.
Not only that, but if you watch the documentaries, you’ll see that he actually had a second cameo!
Well, not exactly. Those who once dwelt in the Blessed Realm (like Glorfindel and Galadriel) are explicitly stated to dwell in both realms at once. Implicitly one could argue that some of the Moriquendi ( the elves who never saw the light of the Two Trees) also gained this ability. And perhaps Arwen would qualify, being descended from Calaquendi (elves of the light) and Melian the Maia herself, along with her Mortal and Moriquendi ancestry.
But I don’t recall such a thing being stated explicitly about all elves.
Replying to the discussion of Frodo leaving: This was such a meaningful point in the book for me (that Frodo lost everything he tried to save; that he was too traumatized, hurt, addicted, guilty, etc. to stay in Middle Earth). But non-book readers just don’t get it from the movie. PJ & the other 2 writers address this on their voice-over commentary. They say something to the effect that they wish they had set up his leaving bettter, but it was one of the things that didn’t get tweaked in the rush at the end. And boy did they seem rushed at the end. Amazing the film comes off as well as it does.