A large chunk of the studio recordings box is dedicated to the quartet's 1965 recordings, which tend to be somewhat-to-very adventurous. (The earlier recordings are more conservative -- in some cases, even more conservative than the Atlantics.) However, none of it is as challenging to the ears as Ascension or Meditations. If you're concerned you might want to pick up the albums individually, though this path might be more expensive. Or it might not, I haven't done the math.
The music on the Vanguard box is, again, relatively adventurous. Coltrane was an explorer on stage. In this case, however, you won't be shocked by anything if you enjoy A Love Supreme.
The music on both boxes is extremely essential.
Guy