I haven't seen but only the first episode of the series, so I don't know much about that, but the manga is one of my favorites. Obviously, themes about vampires, Nazis, Protestant/Catholic tensions (even in the sense that there are special units within each carrying out various types of "righteous vengeance", for lack of a better word, that can get absolutely horrific, and similar ideas are really up to each person as to how comfortable or uncomfortable are with it. I personally love the series, and don't find a problem with it. Although at first I was a bit uncomfortable about the pentagram.
I've noticed that the Japanese sense of the pentagram is a bit skewed, to say the least (although apparently that sign does appear on several European cathedrals, but I've never seen pictures so I can't really say much more about that - it seems as though it didn't always denote evil, but I had always thought that was the pentangle, not the pentagram). It might be stricter adherence to any sort of "traditional" usage of the sign, but then again it might not. Or it may very well be in there for flavoring and not any sort of deeper meaning, such as the Judeo-Christian imagery in Evangelion.
It all depends, I guess. The plot (at least for the manga) is very involved, and from what I've read about the series (and inferred from the first episode and countless AMVs I've seen), the series focuses on Seras' adjustment to being a vampire and not wanting to lose her humanity, where the manga is more comedic/less serious and almost entirely focused on Alucard and the political themes concerning the Nazis and the tensions between the Hellsing Organization and Section XIII. In the series Alucard also supposedly holds back a lot more than in the manga - I would assume this means less fight time in the anime. The manga is a lot more graphic, blood and gore-wise, than the anime is, so it's definitely not for the faint of stomach. IMO, the blood in the anime is like the blood in Kill Bill - very fake-looking.
I guess I've said enough about the bad parts, even if some good parts were scattered throughout it. As for good points - I do like the [manga] animation, the plot is very good and involving, the suspense factor is great, the fantasy aspect of it makes things seem really fresh, and the action is very adrenaline-pumping.
From here I leave it up to you to decide. Maybe check it out a little more, read a bit of the manga or watch a bit of the anime and make a decision then.