WELCOME ABOARD!
There are probably over one hundred mods that work well with GWX. What you settle on really depends on what you're looking for in the game, and you likely won't know that until you've played it for awhile. There are mods that force you to play more realistically and there are mods that just make it look better, sound better and feel better.
One thing you must have is JSGME (JoneSoft Generic Mod Enabler). This tool will let you install and uninstall mods with no fuss.
http://www.users.on.net/~jscones/software/
Somewhere down the line you might want to consider SH3 Commander, the tool that does for your career what a supermod like GWX does to the game itself.
The best thing you can do is have a look here:
http://www.subsim.com/radioroom/showthread.php?t=170090