Congratulations on getting your OW, its a first step into a bigger world.
When it comes to continuing education, there are a number of opinions as to what is appropriate to take at what point. I am of the opinion that AOW is a good class to take quickly after getting your certification, and if I had my own agency, I would combine OW and AOW into one class and would add some basic rescue skills to the curriculum as well.
Having your AOW card does not make you an advanced diver, what it does do is, give you the opportunity to get more instruction past the basic OW level and a chance to sample some specialties. The navigation and deep portions of PADIs AOW curriculum fill gaps that are not covered well in the OW class. These are, in my opinion, extremely important in producing safe, competent and confident divers.
Nitrox is a good specialty to take, as it adds some depth to your knowledge about gases and their effect on your physiology but may be of limited value at first. It has been my experience that new divers are limited in their dive times by gas consumption and not by the NDL. However, if you are planning a dive trip soon, having an EANx cert will be helpful in giving you longer NDLs when you dive 4+ times in a day.
Rescue class will undoubtedly change you as a diver. I will say that when you take rescue class, you should be fully comfortable in the water and have your buoyancy control down to almost autopilot.
Lastly, for a class to be good, you need a good instructor almost more than a good agency. Find a good instructor and stick with them.