Overall, I do prefer the manga. It is a more complete experience. You'd think this means I'd like the Brotherhood anime, but really, I only like it a tiny bit more than the 2003 anime. Brotherhood leaves out a few side stories that the 2003 anime -does- have.
Although, I am still irritated with the 2003 version since it doesn't explain how alchemy works in enough detail for me to grasp the rules.