EPGY is pretty comprehensive, although it is probably a bit less "honors"-y than your son will ultimately want.
I think Singapore Math word problems are the main thing I would supplement EPGY with. The Mental Math books are also good. You can probably wait with both until he hits 3rd or 4th grade EPGY material.
AOPS is indeed very good stuff, but can wait until he gets into 6th or 7th grade EPGY material. I'm referring to the sequence that starts with Pre-Algebra; they have start on a new 3rd grade cirriculum, but I've not looked at it.
The book "You Can Count on Monsters" was a big hit for us at that stage.
As far as how far is too far, I would let him just go, until algebra at least. You can always go back to things and add depth if you want later. Enjoy it -- this is a fun time of life.
