Well, I haven’t read Age of Fable but I glanced through it. I have read Tanglewood Tales (and A Wonder Book, which comes before TT). Age of Fable covers many more stories than TT from the looks of it.
However, my sincere and hearty recommendation is to read both the Nathanial Hawthorne books starting with A Wonder Book and ending with Tanglewood Tales (both are audio books as well). They are wonderful and told in a great story format. Compared to them, Age of Fable seems kind of dry and overly long (like I said though, I haven’t read it).