The vanilla game is pretty great by itself, so if you don't care for the time it takes to look for and install mods you should just jump in. That said, there are some pretty cool mods out there for second playthroughs.
@altairre: Well there's that one Avatar game that came out a few months ago if you want a spell slinging Platinum game... but yeah.
Anyways, great list Demoskinos! It's refreshing to see someone whose games preferences lean toward the more niche and eclectic side of things. I haven't played any of them but they do sound interesting. I should get on with finishing FF13-2.