I love Mackerras in everything he does, except Brahms. He's too even handed, to beautiful for Brahms. IMO, Brahms needs searing emotional intensity or he falls flat.
For Brahms, check out Szell, Toscanini, Levine, and Dorati for the Symphonies.
The Piano Concerto's are best served by Pollini or Gilels.
The Violin Concerto is well served by many performers, with Heifetz, Oistrakh, and Grumiaux being first among equals, IMO.
I wish I could give you good recs for his chamber music but most interpretations I've heard either completely suck, or get really close and are thus even more frustrating.
Last, but not least, with the solo piano stuff, Radu Lupu is great in the late piano pieces, and Katchen is great in everything else.