Well, I offer up Brahms recommendations, he's a favorite. Now keep in mind that I don't care how great a performance is if the sound isn't up to modern standards. I know that rankles a lot of people but, as a dedicated headphone listener, the better the sound the better the experience. And frankly, there are many modern performances that are the equal of anything from the past.
For starters, the Mackerras set on Telarc is top-notch in every way. Great performances, thrilling sound, very stirring. If you want big-band performances along the Furtwangler line, Barenboim with Chicago is also highly recommendable. On a budget, and slightly older but in no way inferior, Levine with Chicago on RCA is a great bargain and what performances! His Brahms Requiem is also quite good.
Re Kempe. They DO belong in serious collections. He was a dedicated conductor who was among the first to bring some of the lesser known music to the studio. But the cramped, wooly sound just makes them hard to recommend to beginners. Even the older Reiner recordings sound better. For great listening, Previn with the Vienna Philharmonic on Telarc has a lot going for it.