Yes, you should definitely read the Hellsing manga. After about episode six of the anime, the anime and the manga start to depart from one another. This is probably because the manga was not complete at the time the anime aired, and they had to make up things for the end of the anime that is not in the manga.
Also, the manga has more twists and turns in the plot, and is much longer. Plus, there are Nazis in it. Who couldn't love seeing vampires fight Nazis? It also has more comic relief, usually somehow relating to Seras Victoria, and a lot more characters than the anime. You would definitely want to read the first couple manga, too, because it's slightly different (funnier) than in the anime, and it might be hard to pick up on in later books.
One warning: this comic is more expensive than most manga, and manga's kind of pricey anyway. We're talking about $13 for each book, and there are eight so far that America has, anyway. But bookstores like Border's will let you read the books there. Just a couple days ago, I took three Hellsing manga into their cafe and read for two and a half hours, and didn't buy a single one. So try that if you want to read them but can't buy them.
EDIT: Oh, yes, and as for graphic novels/manga that are similar to Hellsing...Sandman doesn't have vampires in it, but it's gory, disturbing, dark, cool, and has immortal creatures in it. Each Sandman book costs about $20 at Border's, but at Amazon.com I saw them for $13. They're also not manga, but are DC comics, and they have cameos from other DC comics characters. I've noted that a lot of the Hellsing fans seem to also be Sandman fans. It's worth checking out.
I know what I'm asking probably seems stupid, but I don't care.
