Tall mount is good to get the GPS mag sensor away from electromagnet power wires, so I usually use tall mount.
I don't know how much help the "anti-interference" advertisement is.
Leave the GPS wires long unless you have an APM style of GPS where GPS is on one connector and mag (I2C) is on another connector and you are having problems with mag communications. In that case, a shorter mag cable can help... but the best thing to do about that is to solder some pull up resistors (say 2k-5k) inside the GPS/mag case (SDA to +3.3V and SCL to +3.3V).