For Sarasate you can't go wrong with Itzhak Perleman, he was a stunning violinist in his prime.
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I have and enjoy the 4 cd set you are considering. Good performances and recordings worth having.
But, for me anyway, something more captivating and interesting, Rachel Barton (V) and Samuel Sanders (P) do a "Homage to Sarasate" on a Dorian CD. Excellent performances and recording which includes Eight Spanish Dances and the Carmen Fantasy.