[CCIP]

It all depends on your preference. In a nutshell -

GWX (due in a few days) - bigger feature list (e.g. more new units, more expanded campaigns), better graphics, balanced for a wider circle of users (from moderate to high difficulty)

NYGM - greater difficulty and several more advanced features (i.e. vicious AI enemies thanks to revised detection models; harder to get tonnage), catared to 'hardcore' players primarily

I soon plan a dual install; personally, for an atlantic campaign I may still lean to NYGM more - but I can't judge GWX since it's not out yet. Up to now I've been more of an NYGM user (though my install is always tweaked to my preference).