You should definitely finish SoC if you can before playing CoP - the intro for CoP spoils SoC's ending. Don't bother with CS. It's okay, but a very diluted STALKER experience.
Right now for SoC I'm using LURK 1.05 mod. It's good, but sort of weak compared to the LURK 1.1 mod, and I'd recommend waiting until the update comes out for it because they're adding a shitload of new things for it.
For CoP, I haven't bothered modding anything yet, and probably won't for a while. It's good as it is. As far as being 'wtf' when you finish it, it's not so much a 'wtf' as it is a 'zomg that was awesome'.