Well,
I thought you would get an onslaught of opinions, so I'll start out. NENastran is a good program and is very reasonably priced for the power and the widely accepted name of Nastran. If you are going into the aerospace industry, this would be a very wise choice. If you are new to FEA, having a single interface for SWx and COSMOS would make it easier to learn the basic steps. COSMOS is also a quality program, but I don't believe it carries the approval rating that NENastran has.
Most other FEA programs have some way of interfacing with CAD programs...either IGES file export from SW and import into your FEA program or STEP files...a variety of other export/import options.
Many will disagree with me, but I'm also a fan of Algor FEA software. I think they are coming along with their user interface, but this is the package with which I started my FEA career, so I know its quirks. It imports trimmed surface IGES files quite well as it also does STEP files.
I've run these three programs against each other with very comparable results on some very complex problems (linear and non-linear).
The greatest advantage to NENastran is the front end...FEMAP. I don't like the older versions of FEMAP, but if you are just starting out, FEMAP translates a variety of FEA models into other formats, so if you are trying to interface with someone that has an FEA package other than the one you select, FEMAP will likely pull it in and translate it for you...VERY handy in the consulting world.
There are many other mid-grade FEA packages that will do quite well...these are just three of my favorites.
Garland E. Borowski, PE