I thought Sienna Miller did a fine job of portraying Edie and that a lot of the criticism she gets is misdirected. She may have come off as inauthentic at times, but so did Edie, so I'm going to assume it was intentional. It's a little like criticizing Seth Green's portayal of James St. James in "Party Monster." Sure it came off as fake and over-the-top, but in being so, it was completely accurate because that's what St. James was like.
Guy Pearce was excellent (as always) as Warhol. And Hayden Christenson did a decent job as the-guy-who-wasn't-Bob-Dylan-but-who-are-y