I too prefer Stand Alone Complex(the anime series) to the movie and that's probably because I thought SAC was more like the manga (which I read years before the first movie came out). It had a lot more comedic elements to it (the manga) that wasn't really present in the movie version, but did show up in SAC.
The movie version is very good and explores themes more deeply, but while I enjoyed it I always felt like it took the characters and some of the themes from the manga, but was of a completely different scope.