I have a custom picture control that I use in all 3 of my Nikons for 80% of my pictures. It is a modified version of Standard, with contrast set to 5 and sharpening set to +1. When I bring NEF's into CNX, I have minimial work to do on them.
Also, as a suggestion, if you are going to use CNX for editing, try setting ADL on your camera to Low and see if you prefer the results. However, I don't recommend that you use this with flash.
Once you play with some NEF images in CNX, you may want to make those settings your defaults in your camera, and have them apply when you shoot JPGs.