Yes,its well worth the upgrade but don't get rid of your old Quadrilogy set just yet!
The Anthology set has some changes to ALIEN D.C.-The CGI mist passing the derelict entrance is missing and the bonus shot of the Alien prior to Brett"s death is a different take to the one from the Quadrilogy set.
The ALIEN RESURRECTION documentary for the Anthology set (the
French Twist segment) has replaced some alternate (rare) footage from Brett's death with the ALIEN DC version-which was previously only available for the 2003 home video release.
BLU
RAY.COM have a far more detailed review but don't list any of the changes made between these two (Quadrilogy/Anthology) sets.