I always run Wiz Gold, for the convenience of a Windows program.If you are running the game for the first time, go with CODS. You need to get information from the NPC's and diplomacy is the only way to chat with them.
After the 2nd or third time, switch to Wiz Gold. You know where the objects are and how the quests run so you don't need diplomacy any more. You get the added bonus of the Mystery Menus (if they work for you) and the fun of hunting down free items like Fang, Amulets of Healing and free Zatoichi Bo's.