I saw one at Xmas when I was back home - it may have been The Long Walk to Finchley. It dealt with her early years, focusing on her determined fight to get nominated for a safe constituency in the face of old male Tory opposition. It was definitely a sympathetic portrayal, and was light and quite amusing in places. I remember that they threw in some funny scenes that would foreshadow later events in her life (e.g. she's at a cafe in France in the 50s with Dennis, and she gets short-changed. She yells at the waiter, "I want my rebate!").