I'm thinking about giving Don't Stave another shot, I enjoyed what I played of it when it came out but it seemed completely directionless; is there an actual ending to this game?

Somewhere in your randomly generated world is a gateway that will allow you to enable Adventure mode, which is just a fancy challenge mode with premade maps (you are supposed to find a way out of each of these maps using the gateways). The game "ends" when you finish the last challenge map. Personally, I didn't find the challenge stuff as fun as the default free roam stuff. They might have added more to the game since I've stopped playing though (I stopped around the time they started adding the caves stuff), so there might be more to it than what I've described.

According to an FAQ I just found at GameFAQS, another fine CBSi property, it goes on endlessly, although it seems like the real progression is building out the items in the tech tree