BNW is the last expansion. It contains all of the game-play elements of the vanilla game and the Gods & Kings expansion, with important changes to those elements. Too many to list, but examples are the revamped culture victory, with tourism, and trade routes (both very different from vanilla and G&K) and tinkering with religion (introduced in G&K) and combat mechanics and units (G&K did a major revamp from vanilla).
BNW does not contain all of the G&K civs or the G&K scenarios, but G&K is part of Complete, so you get them all, plus all of the DLCs except the last two map packs. So, load it all, make sure everything is enabled in the DLC menu on the main menu and you will play a full-featured BNW game. If you want to roll back to G&K, just disable BNW. To play vanilla (but why?), disable both expansions.