Sorry if you already know this
Winning Eleven is marketed as ISS Pro Evolution (or variants thereof) in the UK and I have picked up a bunch since ISS Pro Evolution arrived for the original Playstation. It's the main competing console football franchise to the EA Sports FIFA behemoth - rather like the "Hits #" versus "Now that's what I call music #" showdown of the 80s and 90s, just with better tunes.
The debate as to which is best tends to polarise, but the historic contrast has been between accurate databases but arcade-feel gameplay and innacurate physics (FIFA) and fudged names, teams and faces but with more involving and immersive gameplay with more accurate "feel" to shots, passes and tactics (Pro Evo/Winning Eleven).
I am a Pro Evo fan - especially since a little bit of patience or an Ebay account can resolve the database problem. I just can't get comfortable with FIFA's tendency to throw ball physics completely out of the window for the sake of drawing an accurate representation of ROoney's ugly mug on screen.
However, in all fairness, I think it all comes down to what you started with and what you're used to. I believe that EA has put a lot of work into trying to match the Pro Evo realism in recent years, and Pro Evo has responded with an attempt to bolt on a strategic, team manager interface and to continually improve the physics and gameplay.
What is certainly true is WE/Pro Evo knocks the shinguards off any other current console football game, so if you're not likely to have the choice between WE and FIFA, then ignore most of what I have just said and go pick up Winning Eleven.
Hope this helps.