I haven't been a huge fan of the Potter series, never read the books but I have seen all the films.
At first it was "let's see what the fuss is about".
Then it was "well OK I suppose I'll rent it on DVD but I refuse to see it in theaters".
Eventually that turned to actually going to see it in theaters and somewhat looking forward to the next installment.
You definitely suffer from having never read the books.
But in one point you are right: Indeed the movies tell the story incompletely. But that's no surprise.
If they'd been trying to tell the full story in the movies, each movie would have had to be a 2-, 3- or even 4-parter. Even "Deathly Hallows 1 & 2" seem rushed. Very rushed.
The movies are an optical addition to the books, not more. I have always denied those movies the right of being an alternate way to tell the story, because they fail so greatly at that.
Honestly: If you're looking for answers, read the books. Or listen to Stephen Fry reading them to you. Everything makes sense then (although the epilogue of the final book still comes as a bit cheesy, no matter what).
I watched the final movie on Saturday and although the finale was great, I still think it lacked a lot of the drama that's unfolding in the book. I prefer the book-ending, where Harry and Voldemort circle each other like predators, talking stuff over.
Especially the part, where Harry reveals to him, that the only thing that could save Voldemort's soul, would be showing true remorse, because that is the only way to undo the soulsplitting by the horcruxes. Voldemort is shocked by that and understands in that very moment, that Harry has destroyed all horcruxes and that it will really be his death, if he loses the duel, because Voldemort is unable to show any remorse of course.
The whole thing of Harry being able to "hear" the horcruxes (while in the book he can't) or Voldemort actually feeling the destruction of his horcruxes (while in the book he doesn't) is introduced as a plot device in the movie to cut it all short and get rid of any necesssary explanations.
In the movie the objects, that have been turned into horcruxes seem random, while in the book there is a clear system behind it (all but the snake are artifacts, that had been owned by the 4 founders of Hogwarts).
I think drama was left out for effect in the end. If you want the full, gripping story, read the books. End of story