I prefer leaving it at the ambiguous ending...
It was a nice ending. No dramatic shoot out, just Snake Plis... I mean Kurt Russell giving the alien a fuck you, then he's stuck in the cold, not even knowing if he's killed the damned thing. Why do we need to have everything handed to us on a plate?
As an aside, the first time I got to sit down and watch the thing was with my ex (something to thank her for, how's about that). After seeing every last detail for the first time, I could hardly bear to have her touch me in bed afterwards. Kissing me, hands running all over me, all I could thing of was the damned Thing!