First of all, you are using an old version of SSMS. You can get the latest version here.
I'm afraid that there are no clearcut answers to your questions. What is the best is very much a matter of preference. When Plan Explorer first appeared, it came with some fresh ideas, but personally I think SSMS has improved over the years, and I find that I don't use Plan Explorer very often. But I am sure that there are people out there with a dissenting opinion.
When it comes to comparing plans, I have not found the plan-comparison feature in SSMS to be of much value. But again that is a matter of preference. If I want to compare plans, I usually compare the raw XML in Beyond Compare. That is something which only makes sense when plans are very similar, but I want to find subtle differences.
As for being on the right track, I am not sure what your problem is. But if your problem is that a query is slow in the application, and runs faster in SSMS, you may be interested in an article on my web site: Slow in the Application, Fast in SSMS? which give you tips for this situation.