1) The series doesn't necessarily give an anti-religious message, but it simply makes references to Christianity. It's more focused on the psychological aspects of the characters, and various philosophy like morality and freedoms.
In Japan, it's quite popular to use foreign religions such as Christianity or Norse mythology in anime series.
2) Later on in the series, the EVA units are explained in more detail. I won't spoil too much of the details for you, but it'll answer all the questions you have about the EVAs.
3) The anime is roughly 26 episodes, but the last two are regarded as filler or the Instrumentality ending. After that, there's 2 movies: Death and Rebirth is simply a retold version of episodes 1-24, and The End of Evangelion which serves as the 'true' ending to the series by replacing episodes 25-26.
For the best experience, I'd recommend watching all the original anime episodes except ep 25 and 26. Watch End of Evangelion after that for the much more suitable ending to the series.
There's also a new set of movies being worked on called the Rebuild of Evangelion. These four movies serve as an alternate retelling of the series with new scenes, characters, and changes to the events from the original. So far, only three of the movies have been released: Evangelion: 1.0 You Are (Not) Alone, Evangelion: 2.0 You Can (Not) Advance, and Evangelion: 3.0 You Can (Not) Redo.
The final movie in the series will feature an entirely new ending, but a release date has not yet been announced.