"Nun" is the correct usage for female religious as a group. "Sister" seems to be a peculiarly Roman Catholic usage, although I could be wrong. I spent some time at the Anglican nunnery in Christchurch during a holiday there when I was twelve or thirteen. They called each other "Sister" but they called themselves "nuns" as a group. I've had a soft spot for Anglican nuns ever since because they were very kind, although as I understand it they're almost a thing of the past now.
If you want the lowdown on female religious, read "Nuns" by Marcelle Bernstein. She's a Jewess who is/was a journalist and got interested in female religious' place in the world today. Given that she had no denominational axe to grind, she came up with what I thought was a very well-researched and sympathetic examination of women religious of all faiths and levels of recognition by the parent churches. Well worth the read, even if you're not particularly interested in religion.
