There are two volumes to this set. Shorey's is the best English translation, bar none - and probably the best translation there is -- Though Robin's French translation is important, as is Apelt's German. They, however, do occasionally get things wrong.
But what really makes this Loeb most valuable are Shorey's notes. In reading Shorey, however, one must follow up on the passages cited in the notes, as Shorey will not do the reader's work for him.
Shorey once said that there are many books that should have been articles, and many articles that should have been notes -- and adhered to that standard himself.
Shorey's collected papers are also of great importance, and cover a wide range of topics. But one has to know a great deal about the topic to appreciate them. This Loeb, on the other hand, is accessible to anyone.