Nice review, and indeed for non D&D people like me this set is very nice as well. The Lady of Pain can be used to create a lady for a castle, of simply a gala at the local Lego square. Many figures have two heads which is just awesome and allow for even more variability.
I would recommend everyone to look out for a deal; we had a '2nd half price' discount in stores in the Netherlands reducing the price from E3.5 to about E2.6 per figure! Needless to say, I bought a whole set plus a few doubles - everyone needs multiple small red dragons!
As for long term value: it will take some time before these will increase in value (if ever) because of the sheer volume of sales, except for the dragonborn paladin. Buy them for your own pleasure and don't think too much about long term value.