I'm over 30 hours in and I just started doing the Peg Leg missions (after getting all the trinkets) and I'm just amazed at how different they are from the rest of the game.
They seriously feel like Uncharted. The pacing, the set pieces, the dynamic camera angles, more focus on traversal, the vastly different environments. Especially the Ghost Ship mission, if you've played Uncharted 3, it's a lot like the ship mission in that game. Crazy stuff.
If you haven't played them, do yourself a favor and go for them, they're a blast.
I don't understand why they put so much work into these and made them optional, they should have been part of the main campaign.