Welcome aboard JB
I started with SH3 as well. I never really got into SH4, but that's only because I find U-Boats more immersive. Much preferred SH3 game play too. As mentioned above, it also depends which theatre you think you'd prefer the most.
Personal choice would be;
SH3 + 1.4b patch + GWX3 super mod = Lots of fun (an an excellent learning experience if you're new to sub sims)
Start with low realism, and work your way up to full as you get comfortable. A very rewarding experience.