I also played the A minor (BWV 543). It's an amazing piece, and I really think it sounds wonderful on piano. I have both the organ and piano versions of the transcriptions, and although I prefer Liszt's transcriptions, I don't think the organist I have is particularly good.
These pieces taught me the importance of the middle pedal, which I now use not only in the transcriptions, but in just about everything I play. In any case, the transcriptions require very delicate pedalling (that gave me the most trouble) to get a nice big, but not noisy, sound out of the piano.
I only have the music to the A minor, but the others are great too, and I plan on learning them all at some point or another.