I'd recommend starting with these works & performances:
- Three Places in New England / Ormandy, Philadelphia O (Sony) - This performance was my initial gateway into Ives' world.
- Symphony No. 2 / Bernstein, NYPO (Sony)
- The Holidays Symphony / Ormandy, Philadelphia O (Sony)
- Symphony No. 4 / Tilson Thomas, Chicago (Sony)
- Songs / Jan DeGaetani, Gilbert Kalish (Nonesuch)
The first three albums above are included in the new anthology; the last two aren't, but I'm sure they're readily available for streaming.