T-98 Next has different V-synth noises(often having some be almost impossible to hear in some tracks), but unlike Anex86, the sound playback is instantaneous, and SFX will never cause tracks in the music to stop playing... however, it seems that ZUN may have synched the music in stages based on the delayed playback, and T-98 experiences some graphical glitches not present in Anex86, such as the animation on Marisa's shot not working right, and weirdness in the teleportation effect in MS stage 4.
All in all, you might want to keep both emulators around to see which one you prefer. One thing that neither of the people mentioned here though is that you want to run these emulators in a Japanese language setting, which can be achieved either by setting the standard for interpreting non-unicode programs on your computer, changing the regional settings, or using
Applocal on the program. But no matter how you go about it, you'll need eastern language support installed on your computer.
Also, should you choose to go with applocal, here are some
instructions for making a right-click entry you can use to run stuff in Japanese with it.
It should be noted that it is not required that you run the emulators in a Japanese regional setting, but that in-game text will not display properly if you do not, especially in Anex86.
With the stuff about the emulators out of the way, I'd like to say a bit on the windows games:
First off, nearly all of them have demos that you can download from ZUN's official site, but that the EoSD demo will not work. Bearing in mind that Touhou 9 is not representative of most of the series, and that Mountain of Faith and onward do not have the arcade style continues of the previous games(and thus are less forgiving to people just starting out), I'd have to recommend PCB for your first romp through the series. It's widely as the best game in the series(Stuffman is weird like that), sporting one of the best soundtracks in the series, a great selection of shot types, memorable characters, and great danmaku.
Plus, the English Patch works on the demo!
Get your stuff here:
PCB Demo (lzh is a type of archive, like zip. Winzip won't be able to open it, but Winrar and 7-zip work fine)
PCB English PatchHow to playPrologueAnd because the wiki is acting weird right now, here are the google cache pages for the
gameplay and
prologue articles.