I knew my Brahms through a Giulini's concert, but soon afterwards I prefered Furtwängler's approach: he made of Brahms one of the most profetic, inner and anguished symphonies of all time. For all the ones that love Brahms, I recommend Furtwängler at first sight.
I admire Klemperer's readings, and I was thrilled when this Box with all the Symphonies were reedited. This is a very good approach in Klemperer's Brahms: the Academic Festiva Overture is sparkling, inventive, and also can be heard as if it was Brahms' officinal work: we can understand much of his harmonics and development thoughts in this Klemperer interpretation. The Tragic Overture is very well kept in its tensional approach.
As for the rest: the First is perfect in architecture, but there are more thrilling performances (Haitink, Abendroth, Furtwängler); the Second a surprise, like a being in movement (but Haitink, Furtwängler or Knappersbuch have brought other lights). The Third is driven from the last Beethoven, and is a good reading, but I prefer Furtwängler (breathless) or Reiner (architectural). The Fourth is, with the Second, a hell of a surprise: all the tempi flow without stopping, a tragic wind-wirling experience. This is one of the best recordings I know, comparable to the majestic reading by Fritz Reiner.
Well, what to do? Definitely buy it. The comparisons on interpretation will be a magnificent moment. But there are aspects in these works that only Klemperer made talk. And that's worth listening.