Well... I want update to iOS 9 GM and want update to watch OS2, so, when I update to iOS 9 GM, my Apple Watch will update too?
With iOS 9 I need El Capitan or it is OK Yosemite for now?
The Apple Watch will only update if you tell it to upgrade. It'll pop up a notification but it's your choice whether you want to install watchOS 2 or not.
Updating the iPhone to iOS 9 will not automatically upgrade the watch as well. BUT, you do need iOS 9 before you see or install the watchOS 2 update.
Also, it doesn't matter whether or not you update to 10.11. iOS 9 will work just fine with 10.10