I don't like the whole comparing to WoW thing. I've played both and altho I do like the depth of WoW, I'm always gonna love GW more as its the game I've played for much longer. GW is the better constructed game I think. One thing I will always take note of in MMOs is their chat channel system, and for me GW is the best there is.
If you live in North America finding other players is very easy even in the later stages compared to Europe. Wish I still had my territory changes
I think you would be best off starting with Prophecies and Nightfall
GWEN I can't say anything about yet as I don't have it, but like the other Installments it probably rocks