I wonder how this box set is? It's quite expensive, so I'm a bit reluctant.

There's a few ways to check out some of it for cheap. The cheapest is a single CD of some of the name sonatas. Or the twofer of the late works.
His LvB is quite expansive, if you like you're LvB this way, you'll love it. If you don't (like me) then you may find yourself liking some of his interpretations, but finding that others miss the mark. I only have the two aformentioned releases and they did not pursuade me to get the set. Being that I am a completeist when it comes to these works, I will one day own the set, but I am in no hurry to get it.
I definitely recommend trying out a CD or two of his LvB for yourself, because his set is very well respected and loved by many.