I'm also a huge fan of (what I know of) Liszt !
My feelings about the Sonata in b minor are the same as Stephen Hough's,
from this interview :
There's so much audacity in this work. Incredible harmonies, unique form, beautiful themes - all derived from the same motive ! -, the wide spectrum of human emotions, contrapuntal writing (not so common at this period), literary qualities (Aimard - yes, I like him a lot - described the first theme as "Faustian". For me the whole sonata definitely recreate this world, this ambiance.).
I hope I'll be able to play it someday - since I also plan on studying piano and organ. It's a monument, an incredibly deep work. I loved to see Aimard playing it in Besançon's festival of music last september.
What I find amazing about Liszt - and what contradicts HUGELY all those people who say that Liszt was only able to write bombastic virtuoso salon music - is that he foreseen impressionism as well as atonality.
For instance his Légende n°1 "La prédication aux oiseaux de St François d'Assises" is amazing (Aimard also played it when I saw him :3) and sounds impressionist. The same goes with his Jeux d'eau à la Villa d'Este, and surely many other pieces.
He was truly a radical avant-garde figure in his lifetime - I also read he was very supporting to new composers, for instance Fauré, Grieg I think, etc.
He had guts.