His third sonata is a monster, yes, but amazing. Probably my favorite sonata by any composer.
The astonishing thing in my mind is that Brahms was quite young when he wrote the three sonatas (all three bear opus numbers of 5 or below from a composer whose opus numbers go up to at least 120), and yet they're among his most technically demanding yet musically arresting works. My favourite is the F minor sonata (there seems to be something about F minor that makes composers write monstrously difficult pieces in that key - Henselt's concerto, Reger's concerto, Bowen's Sonata No.5, etc.).