If you played SH3 w/GWX and jump to SH4, give SH4 some time. Don't judge it after only one or two tries. It has a totally different feel. Like someone said above, you need to be a fan of Pacific fleet boats to really enjoy it. I've played it on and off since August '09 and am still getting a feel for what I like and dislike about it.
Skip stock and load up some of the super mods out there. I am currently running RFB 1.52/RSRD along with a couple of minor mods. I've tried TMO 1.7 with RSRD as well. Both RFB and TMO are excellent mods. I'm not sure which one I like best yet.
In the short time I've played SH4, it has never made me want to uninstall and shelve SH3 though. Both just feel different and there are pros and cons to both and both are excellent games. I will definitely keep playing both games as the mood suits.