Welcome to subsim, Ksim3000.
There are many pros and cons to the supermods, most of which are discussed on this thread:
http://www.subsim.com/radioroom/showthread.php?t=143712
Personally I'm a GWX man as I believe it has the best combination of realism and gameplay. It's difficult enough to be challenging without getting frustrating but I recommend that you get a few patrols under your belt in vanilla before you go to a supermod. Just ensure that you are patched to the latest version (1.4b) - you can get this from ubi.com
With GWX you get to visit the Med and even the Far East. The GWX team have also announced that they are working on GWX 4 for SH4 but they're running silent and deep until nearer the release date.