Erik, I can't claim to be a big expert on Andris Nelsons. I like this set, but I don't take Richard Strauss all that seriously to begin with. To be perfectly frank, I really got this set more for the excellent playing of the Boston Symphony. The Gewandhaus is pretty darn good too. I do think it's fair to say that his Gewandhaus stuff - mostly Bruckner, obviously - does sound a tad 'safer' than the Boston stuff. I think that kind of 'goes with the territory', so to speak. I think some of his Boston Shostakovich is really pretty darn good. I especially like the 'twofer' that has S6 and S7. Also, I very much like my DVD of Nelsons doing M2 at Salzburg with the Vienna Phil. That said, I don't think his Berlin one comes off quite as good (included in the BPO's own set of Mahler symphonies).
I saw Nelsons conduct the Vienna Phil. in Berkeley in several works, the most memorable being the Bruckner 6th. I definitely felt that he was better and more 'inspiring' than the average.
Also, I'm not bothered by the looks of this box at all. In addition, I think many of the fillers are really very good. Yuja Wang 'knocks it out of the park' on "Burleske", for example. I'm not a huge Yo-Yo Ma fan, but he plays fabulously on this "Don Quixote" - much better than he had previously with Ozawa (Sony Classical)
Later on: I just listened to the "Zarathustra"/"Aus Italien" disc. The Zarathustra was perfectly fine, with a really good opening fanfare (per Erik). The "Aus Italien" is great on here. That's probably my third favorite orchestral work by Strauss, preceded only by "Alpensinfonie" and "Don Quixote". I think the finale of "Aus Italien" is hysterical. Look, if nothing else, this set is certainly a lot better recorded than the EMI Kempe set.
Days later: The "Till Eulenspiegel" is fantastic. It actually sounds mischievous and funny, for once. I normally can't stand that piece. Many of the 'off the beaten path fillers' in this set are very good. I'm happy I picked this up. I'm also happy that I don't listen to other people.