Madness reigns, but it a good kind of madness.
The two distinct parts of the shivering isles are very different, and invite you to explore further. The entry into the world has you curious, but the world itself is just as much fun. You don't want to enter unperpared though, ensure you have your character ready and stocked up, and ensure your weapons and aromour aren't in need of any repairs.
I encourage all fans of Oblivion to outlay the $40(au) to get the expansion.