The S.T.A.L.K.E.R.: Complete mod basically smooths out the bugs that were in the vanilla, and adds tweaks here and there, such as repair kits, the ability to pay merchants to repair your gear for you, and more.
I've played Clear Sky and Call of Pripyat as well. Clear Sky is the prequel to SoC, but I never finished it. Call of Pripyat is much better than CS i.m.o., but I'd play thru SoC first. CoP features all new maps, a few new game mechanics, some new gear, and a couple new beasties.
I've played thru Metro 2033 as well, but I felt it was too linear and deprived the player of the freedom to explore like in the S.T.A.L.K.E.R. games. The themes are similar tho, and both feature mutants, hostile factions, and anomalies. Both M2033 and the S.T.A.L.K.E.R. games were published by the now-defunct THQ, but the latter were developed by GSC Game World. I don't remember who developed the Metro games tho.