one thing to note about JGSME is that you will often get warnings about overwriting files and in many cases this is normal and ok, and not necessarily a problem. You just have to know which mods you want and that the mods that come later in the order will be the ones you will be using in the case of an overwrite warning. You can have many many mods in JGSME dozens in fact.
GWX is a good option because they have automated the process and when you open JGSME you will see additional mods available that have been tested to work with GWX, so its a fool proof setup with great game play...as you explore the world of mods more you can decide what additional mods, if any you would like to use. One thing I highly recommend is to get the 4gb patch which will allow more memory to be dedicated to SH3..just do a search on here and you will find it
