Classical Music. What should I listen to? What is your favorites?

Not big on classical. But I like:

Julian Bream's various LPs of John Dowland lute music.
Schubert piano sonatas - Alfred Brendel made some recordings for Phillips that I really like.
Ralph Vaughan-Williams - Job A Masque for Dancing. The LPO/Boult version because, somehow there's real emotion in the brass that's missing from other versions I've heard. Boult made a number of RV-W recordings, I like them all.
 
Here's a hop and a skip through some of the pieces that caught my ear and my interest in classical music. In no particular order:

Franck Violin Sonata (I like the DG version by Kaja Danczowska · Krystian Zimerman)
Aaron Copland -- Quiet City
William Boyce - 8 Symphonies
Henryk Gorecki -- Symphony No. 3 (Dawn Upshaw on Nonesuch)
Zelenka -- Trio Sonata's (actually I should include Holliger's work in Le Brun, Albinoni, Marcello, etc)
Vaughan William's -- The Lark Ascending (ASMF with Iona Brown soloing)
Schubert Piano Sonata 959 (Arrau's version resonates particularly for me)
almost anything performed by Glenn Gould but, the Goldbergs aside, the French Suites (Bach) and the last six sonata by Haydn
Rossini -- Sonatas for strings
Chopin - Polonaise by Pollini
Brahms Intermezzo, Op. 118, No. 2 - Ivo Pogorelich
Mozart Clarinet Quintet
Gluck - Orphee et Eurydice (Dance of the Blessed Spirits is particularly lovely but the whole opera is great)
Lorraine Hunt singing Handel... any Handel but try Ombra mai fu and Angels ever Bright and Fair (take, oh take me to thy care)
Strauss Waltz Transcriptions by Schoenberg, Berg, Webern -- Boston Chamber Players
de Visee - La Plainte -- Hopkinson Smith
 
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Gorecki, Symphony No 3.
This piece is important to me. When my Wife (then Fiancee) moved in she wanted her B&O system installed in the bedroom (I already knew she was a keeper). A few weeks later she mentioned she would like me to buy Gorecki 3 as she'd heard it on the radio, so I trotted downstairs and pulled it off the CD rack. She was mightily impressed (as was I as Gorecki is not everyones cup of tea).
 
For me, knowing a bit of what the composer is going through, rather than nationality, gives me the connection. I felt Rachmaninov's emotional swings in the 2nd Piano Concerto, the hopelessness and the grief. For me, the Mahler 2nd Symphony spoke to his view of life and the range of human achievements (from the ppp for the low basses to the fff crescendo all in the 5th movement) for me is more stirring than Beethoven's 9th.