The output menu options are just choices of weather elements you'd like to see in the scrolling forecast. There are nine 'suites' of them - whatever is most interesting or useful to you is what you should pick. Note, though, that you can always go back and Retrieve data for dozens of different variables, for text or plots, using wret.exe (File/Retrieve in WXSIM).
After wind shifts (and sometimes there are many of them), you should really use Regional Advection each time, importing GFS model data for advection. You should probably also do a smoothing option and also (first) try different flow curvatures (you have to import again after each change.
Hope that helps!
Tom