Ummmm so I just finished watching the Berserk anime today. I had heard that the ending was pretty bad, and the manga is waaay better before watching it, but I figured that was just silly nitpicking people.
They were right. Berserk was terrible! It takes the first 10 episodes for it to really get good, then it just rushes to a conclusion that ISN'T EVEN A CONCLUSION! Ugh I feel like I wasted the ~9ish hours of my life that I spent watching it. Now I'm afraid to watch Claymore, cuz a lot of people say the manga is better for that too. :/ Not a good start to my anime collection. My only other anime experience is whatever cartoon network or the Sci Fi channel have put on (and some of that anime unleashed from the good ol TechTV days).
http://img3.imageshack.us/img3/6397/hereticc.jpg

Anyway, the anime is little more than a 25-episode-long commecial for the manga, covering only roughly the first 13 volumes out of a series that is 35 volumes long and still ongoing. And as has been said before, if there's any anime based off of a manga, the original source material is superior most of the time.
If the manga came first it is usually superior to the anime, storywise at least. But I didn't like the Berserk manga anyways. Have the first 3 volumes and never bothered to go any further than that.
A shame, the first three volumes are the weakest part.
As you said, it indeed does not finish the story. If you read the manga, you'll find that it still continues after the point where the anime ends, so you should probably also read the manga, since it seems like what you didn't like wasn't the characters or the premise or anything, but the way it ends. The anime also seems to have cut out a few things that happened in the manga during the same events covered (possibly to reduce on lose ends that wouldn't be tied up in the show? I'm not sure.)
Pretty much. That, and even shown at wee hours in Japan, there are some things in the manga that just can't get past the censors.