Maybe not huge game-changing mods, but at least ZRP, which is mainly a bug-fixing mod.

For Shadow of Chernobyl, yes, the ZRP is a good idea. For Call of Pripyat you don't really need anything. I've never played Clear Sky, so I can't answer for that one.

I would play the game as vanilla as possible and than if you liked what you played and want a more of a challenge and massive change to a majority of things then go misery or autumn aurora or complete series.

I personally love the vanilla way a little more but other mods might fuck up in near end of game and you could be permanently fucked. autumn and misery are known for this but the complete series for chernobyl and clear sky are pretty perfect. return to pryp has some bugs on complete.

Clear Sky needs mods like Complete Mod because after all patches it stil doen't work well. In Limansk You / I are not allowed to load saves exept the loading screen for changing levels. It just crashes after dying or loading.