Installing the game
First, you actually want to get NWN, so go torrent NWN Diamond edition from Piratebay or something, this is generally the one you want, you don't want to piss about wuth DLing NWN stanalone then the expansions.
Win7 user will have trouble with installastion, so you need to follow this guide in order to ensure you don't mess up:
social.bioware.com/forum/Neverwinter-Nights-1/NwN-1-Technical-Support-Self-help-for-all-versions-and-expansions/Installing-NWN1-for-Win7vista-including-patch-links-for-all-OS--3341490-1.html
nwn.wikia.com/wiki/Windows
You may also suffer from issues involving non playing cutscenes in the start of campaign chapers when playing or chrome/silver skin at character creation.
The chrome skin issue is usually fixed by simply installing the critical rebuild 1.69 patch found here:
gog.com/forum/neverwinter_nights_series/why_is_my_characters_skin_silver
The non playing cutscene issue is caused by a number of different problems, but the first thing you must do is install Bink, found here:
radgametools.com/bnkdown.htm (First DL link)
Here are some sites which can usually help you fix this issue.
gog.com/forum/neverwinter_nights_series/videos_and_cutscenes
Using this is how I fixed my Non playing cutscens issue in NWN, however, so it's probably this one.
mirror.aleturo.com/Games/NWN/
Additionally, disable the shiny water option sound ingame, it's a shit, causes savegame bloat and crashes.
Now that you've pretty much installed NWN Diamond edition patched it and made sure you've got no issues, It's time to install the Premium modules, which you can find here:
social.bioware.com/forum/Neverwinter-Nights-1/NwN-1-General-Discussion-Forum-No-Spoilers-Allowed/UNOFFICIAL-links-to-redownload-previously-purchased-Premium-modules-4746466-1.html
Download and intstall all of these.
So now, you've pretty much got all of the Vanilla content. Save for Darkness over Daggerford, which was cancelled.
You might also want a fan made module on what happens between Shadows of Unrentide and Hordes of the Underdark, plenty of those on the neverwinter vault.
Community patches/gameplay improvements
Here I will list mods that are to NWN what the Unofficial Oblivion patch is to Oblivion, you'll want to download these for sure.
neverwinternights.info/index.htm
Community Patch
neverwinternights.info/p170.htm
A community patch for all those nasty bugs 1.69 didn't fix.
Also will merge data in you .2da folders togther rather tha overrite if you place them in a folder and run a batch file, so it works with just about anything, includign any installations of the PRC or other modifications you may have installed.
Lastly, there's the PRC, which is a mod that injects a buttload of D&D 3.5 classes and a shitload of other stuff for choice at character creation, amongst other things, such as sub-races that if you name at the begining of character creation, will be seen as their own race.
Before installing the PRC (And most mods anyway) you want this:
neverwinternights.info/nwncx.htm
NWNCX extends what NWN can actually do, and is needed to select the PRC base classes at character creation.
Lastly you want something called Leto 1.69 PRC edition I think, for editing PRC characters and stuff.
Honestly, this is taken from an old guide I wrote on the subject as much has changed on the modding scene since then, as we now have a working mod manager that works in the same fashion as the Mod organiser for bethesda games, which is a godsend compared to drag'n drop Override files to NWN1.
There'd be more links to mods here, but they were all to the old neverwinter vault, whcih shut down and changed to a new site, so they no longer work, and their search engine is piss, so it's hard to fidn the old stuff.
Anyhow, the basic stuff you want is the game fully patched with cutscenes working then the community patch, the PRC being optional if you want it, as you have things like the CEP needed for Custom created modules to play, or persistant servers and whatever.
One more thing, most moduels want these massive fuckass collections of assets, one called the CEP, and the other Project q.
Get both, and also get the CEP 2.1 (An older version) as some modules use it, such as a Hunt through the dark, a popular series of Drow modules.
Oh right, and put the game's .exe's in compatiblity. for windows XP and run as Admin, that's one of the most important things.
There's also a Mod manager for installing mods now, which you can find on the nexus, it's a bit buggy now, but the author is open to bug report submissions.
It's a lot better than the manual method, anyhow.