It's best to play Stalker without mods at least once so then you appreciate what the mods bring to the game.
If not using Steam make sure to patch the games yourself
For SOC use patch 1.0005 or 1.0006, For CS (Clear sky) it's patch 10. COP (Call of Pripyat) does not require patching.
There's an extensive collection of mods for all three, COP has had many total and partial rebuilds made for it. The Russian modders have a particular skill for creating great mods and there's some amazing mods with completely new storylines that are very enjoyable. Many have been translated into English and can be found here.
New storyline mods:
http://www.moddb.com/mods/translations/downloads
The way to Pripyat and The Slayer mod are both excellent mods.
Extended storyline mods (Sigerous S.G.M.)
http://www.moddb.com/mods/sigerous-sgm
My favourites are the SGM 2.1 All-in-one and SGM 2.0 Geonezis
For playing the original story as it is with visual updates as well as other small additions such as new weapons and outfits etc you could try The Merge mods which include Atmosfear 3, Absolute Nature 3 and improvements such as a stash randomiser and many others.
http://www.moddb.com/mods/merge-mod
The Merge mod 2015 is the most complete, The AI version of 2015 is the best however if you use that one turn the base radio option under sounds in the main menu off as it has a bug I missed which makes radios spawn each time you re-enter the map and you end up with a pile of them in the base, So to recap use Merge mod 2015 as there are no problems or use the AI Merge mod 2015 and turn the base radios of in the main menu's sounds section.
If you want to play SOC with a mod. The best I've seen is the latest Autumn Aurora 2 mod
http://www.moddb.com/mods/autumn-aurora-compilation-mod
If you want to play a total rebuild mod for SOC try Secret trails 2 which is a brilliant Russian mod with a very good English translation.
http://www.moddb.com/mods/autumn-aurora-compilation-mod/forum/thread/new-st2-aa-link