I've seen vol 3: proxy war on a bad vhs tape. very fun.
I would recommend checking out Street Mobster and Graveyard of Honor before purchasing this set. If you like them then this purchase would be a good idea. These movies came in between those. Combined, the seven films account for a dramatic shift in the way the Yakuza genre was presented in film. Fukusaku shows them as extremely flawed and non-heroic.
Street Mobster begins this trend, it hits its peak with the Battles w/o Honor series (the Yakuza Papers), and comes to extreme fruition with Graveyard of Honor.
There is nothing quite like the Yakuza Papers series b/c it's 5 demented yakuza films that carry on the story of one gang, from beginning to end. The cast is a who's who of Japanese actors of the genre and period including Bunta Sagawa, Noboru Ando, and Sonny Chiba.
If your a fan of the genre, or just looking for heavily stylized, viciousness packaged in super cool suits you could do no better. The cheapest price right now is $70 for the box set, but DeepDiscount might have one of their 20% sales when it comes out, around christmas. but like i say, i'd netflix street mobster, and graveyard of honor first.