Messy epicure is right. You either need to do a ruduction to the point that your happy with it's consistancy or use a thickening agent like roux, arrrow root, corntarch or butter. That's why these agents are used. It can be costly to do such a thick reduction to use as a sauce.

Hmm...well, just remember that it takes a heck of a lot of stock to make a little bit of demi-glace. If you're looking for a really thick sauce, you're gonna need some kind of thickening agent. A cornstarch slurry is probably your best bet—it's gonna make the sauce a little more opaque, but not as much as roux would, and it doesn't affect the flavor at all.

yes it gels, and i dont want to add anything to it at all, except maybe some butter, but only for sheen and flavor, not for consistency.

Your stock may be the issue. If you're not using enough bones, or cooking them long enough, there won't be enough gelatin in the stock to make a thick sauce. Does your stock gel when you chill it?

You can swirl in a little butter at the end to give it depth and gloss. Also, you need to start with a rich stock (and a fair amount of it -- 5 quarts of stock yields about 2 cups reduced). Here's a recipe for demi-glace that might be helpful: http://www.saveur.com/article/Recipes/Homemade-Demi-Glace

King Arthur Flour in Vermont makes a product called "Clear Jel" which thickens most sauces well without making them cloudy. You can order online. It also works well in pies. The amount you add is easy to adjust - so you can make your sauce as thick as you like.