A great place to start would be with this CD, it's cheap, sounds amazing and has great performances!
8.556656 BACH J.S. : The Best of J. S. Bach
JOHANN SEBASTIAN BACH
Violin Concerto in A minor, BWV 1041
01. Allegro Assai 03:50
Christmas Oratorio, BWV 248
02. Sinfonia 05:59
Jesu Joy Of Man's Desiring, BWV 147
03. Jesu Joy Of Man's Desiring, BWV 147 03:19
Brandenburg Concerto No. 3 in G major, BWV 1048
04. Allegro 03:29
Concerto in C minor for Violin and Oboe, BWV 1060
05. Adagio 06:34
Goldberg Variations, BWV 988
06. Aria 03:19
Suite No. 3 in D major, BWV 1068
07. Air 05:22
Nun komm, der Heiden Heiland, BWV 659
08. Nun komm, der Heiden Heiland, BWV 659 04:44
Piano Concerto No. 5 in F minor, BWV 1056
09. Largo 02:50
Suite No. 2 in B minor, BWV 1067
10. Badinerie 01:25
Brandenburg Concerto No. 1 in F major, BWV 1046
11. Adagio 05:19
Sonata No. 3 in C major for Solo Violin, BWV 1005 (Transcr. Guitar)
12. Largo 03:24
Violin Concerto No. 2 in E major, BWV 1042
13. Adagio 07:28
Suite No. 4 in D major, BWV 1069
14. Rejouissance 02:31
Brandenburg Concerto No. 2 in F major, BWV 1047
15. Allegro assai 03:23
Double Concerto in D minor, BWV 1043
16. Largo ma non tanto 06:50
Wachet auf, Cantata BWV 140, No. 1
17. Wachet auf, Cantata BWV 140, No. 1 05:50
Toccata and Fugue in D minor, BWV 565
18. Toccata 02:58