Well for one you have full control over your mods. SW (from what I've read, I don't use it) forcibly updates your mods, and only accepts mods of a certain format, so there are many mods that can't even be uploaded there. I suggest you try out Nexus, then decide for yourself.
For load order concerns, consider using http://skyrim.nexusmods.com/mods/6 (http://www.gamesas.com/topic/1395580-relz-boss-for-skyrim/).