I think the Lone Ranger set will e a lot of fun, I already have it paid off and ready for pick up at launch.
From what I have seen in the videos it looks like it plays like Red Dead Redemption in that new areas and town s and such open up to you as you play and explore the story.
Don't forget you also get the Playset which has the most focus on shooting and I would expect that to reflect in it's Toybox offerings.