I agree that Milstein is a great way to go for the Bach partitas, but consider the 1950's recordings instead of the one pictured above.
The recordings are not modern "state of the art", but that doesn't mean that they don't sound fabulous. Yes they are mono, but for one instrument, so what? And the performance is terrific. And, each CD -- partitas and sonatas -- is only about $7 on Amazon!
Partitas
Really though, there are many recordings of these works that are well worth listening to, just as long as you get one.
There's an unfortunate scarcity of real masterpieces for solo strings. It's such an astonishingly difficult format to write for, I think that most composers don't even try more than once, if at all. I'm very interested to hear others' recommendations; I don't know the Kodaly cello sonata, for example, so I'll have to keep an eye out for that.
I've heard the Reger violin sonatas, and they didn't do much for me.
There's several recordings that I've got my eye on, but haven't heard yet:
Ysaÿe violin sonatas
Bartok violin solos and duets