Which do you listen to the most? BIS discs are not cheap — nice collection!
I don't really listen to certain pieces more than others, because I'm a big fan of his music overall. The Concerto For Piano and Strings is a great piece, and imo the best performance is on the Apex re-issue, which is very cheap. If you want something really wild and fun to listen to, try the 1st symphony, or the Concerto Grosso No. 2. The Sony disc w/ the cello concerto, and In Memoriam is also inexpensive. And the requiem is a must hear, imo. It's a very beautiful piece. If you're into symphonies, the box set is the cheapest way to go.