Getting the box may be cheaper in the long run. However, the three disc set of symphonies 3 & 8 is definitely is one of the highlights of his cycle. You can find his earlier Leipzig recordings of M5, M6, and M9 separately at good prices, and those really almost as good. The later Exton ones are going to cost you a good chunk of change. The sound will be better on those, but not always the performances themselves. That said, I would definitely rather have his later M6, as there's the issue of "woody" sounding hammerstrokes vs. metallic "ping"s. Avoid the Canyon remake (Exton) of M3.
If you're going to go the expensive route, I think that you should not go Neumann all the way, and do this instead (all Czech Phil.):
M1 - Kobayashi
M2 - Neumann or Kobayashi
M3 - Kobayashi
M4 - Macal (definitely!)
M5 - Kobayashi
M6 - Neumann (the Canyon remake, if available from Exton), otherwise Macal
M7 - Macal (definitely!)
M8 - Neumann (get it in the three disc set with the 3rd)
M9 - Macal