Congrats on the switch,
As far as simple 3-axis machining, NX is a waste. But since you are doing 5-axis, you hit the jackpot. I think NX is great. We are using NX4 now but the options for CAM are pretty much endless. I do have to say that the most enjoyable part is that you can generate an operation using simple lines (outlining the endmill OD and length, etc.) and just run through a program real quick or you can generate the operation using a full 3D representation of the tool and actually take measurements to see how much clearance you have between the holder and workpiece, etc. As far as support goes, they can answer any question regarding functions in UG, however, if you are into programing your own postprocessor, you better buy a book or take a class. NX uses its own PostBuilder software, I suggest you get it if you ever plan on changing or creating a new program. Its easy, and Im an idiot. I learned to use it and switch over our lathe postprocessor to output to a new lathe all in maybe two weeks. The 5-axis milling is a good bit more complicated and requires good understanding of TCL code, but with a book or class I think it would be no problem. Writing your own 3-axis stuff would be pretty easy. If you are not into tcl programing you can still generate cls files and use c+ or something. Maybe even grip could be used, but NX support no longer provides help with grip programs. Its pretty open ended so you can make a very simple post or output some complicated variable input posts where the mill operator can make some decisions at the mill. I know one friend that out puts all the mill programs into one big file and the mill operator will simply enter a 1,2 or 3, to select side 1, side 2, or mill bolt holes only. Great all around software.
Hope this helps,
Rick