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GMDX is really, really good. I would even recommend it to new players.
Should I just install the game and then the GMDX mod? Or Should I also install Kentie's Launcher?

This is my first playthrough.
Snowstone: This is my first playthrough.
Unwritten rule #1: first playthrough = always 100% vanilla
Post edited September 04, 2017 by Berzerk2002
I think Kentie's launcher and the DX10 renderer is already included in GMDX.
Honestly, I wouldn't reccomend vanilla anymore, you'll most likely end up frustrated by the clunky gameplay and ugly-ass graphics. I would go with GMDX for first playthrough, it stays true to the original but vastly improves the experience, especially for people used to modern games.