Ah, S.T.A.L.K.E.R., my love.
With the most recent patch, Clear Sky becomes stable enough to play and I was able to finally give it a whack. I liked what they were doing there with the upgrade system and having to hunt down flash drives to allow specialist technicians to perform certain complex upgrades. Unfortunately the game comes with a heavy territory control aspect that is tolerable when it works, but generally doesn't work. The issue is that with these massive maps, you're supposed to rely on the AI to assist you but in these aspects it is pants-on-head-retarded. I could go in to more detail (specifically the pain that was trying to get Freedom to win the turf war against Duty so I could unlock their exoskeleton), but suffice to say that Clear Sky is the black sheep of the family.
That leaves SoC and CoP. Go with either and you'll have a great time - as others have said, the Complete mod is a necessity for SoC but personally I've never needed it for CoP and found the vanilla version fun enough.
CoP does the open world aspect the best, has a good upgrade system that is some work to unlock but isn't as finicky as in Clear Sky (which is both a good and a bad thing, in ways), but the story's pretty weak. There's only 3 main areas to explore but they're huge and there's tons to do in them.
SoC doesn't have the upgrade system and in my opinion doesn't the open world aspect quite as well as CoP - although it is still fantastic, but it has a much better story to drive you from place to place. It also has more underground areas, where it goes into full-on soil yourself tension mode. Encounters deep in the earth with a Controller or Bloodsucker (or 2!) appearing are OHGODOHGODOHGODBACKPEDALFIREFIRENOOOORELOAD*dead* awesome.
Give either of them a couple of hours to sink their atmospheric claws in and you'll not turn back. Just don't be put off with how weak you are when starting SoC (less of an issue in CoP as they copped out in giving you an AK! Pff. Noobs.) as you're wearing tissue paper and carrying a peashooter. Your only solace is that the enemies' weapons are pretty much as inaccurate as your own and that means you only have to contend with their divine aiming skills. Take it slow, take it careful, abuse the quicksave/quickload keys and if you can ambush some military guys to get your hands on an assault rifle you're laughing.