This is not a Mahler debate thread. Some like him, others don't. Just about like anything. He is complex, and his symphonies have a complex structure, even more so than Beethoven. But he could orchestrate. I merely suggested that his 1st is the easiest to relate to because of the use of standard tonality. Its not always easy to get into Mahler for beginning classical enthusiasts. I am a celllist and a lifelong classical collector and it took me some years before I "studied" them. The studying is ongoing. He was really hung up on death. Kindertotenlieder, Lots of funeral marches, even a sequence that mimics his own cardiac arrhythmia. Complex, no?
Now, back to suggestions. I must say that I think chamber music excels via headphones. A trio, quartet, etc. It seems to me the high level of detail afforded by phones is particularily noticeable where you can follow the individual lines of the instruments. Also, the acoustical "space" between them is more obvious. I have recently bought the Haydn Quartets (all of them) on Naxos. This is not a box set. You have to order individual discs. But at $6.98 oer, you can go for it! The recordings and performances are terrific. Try any of the Op. 71 or 76 quartets.
And being a cellist, I must suggest Dvorak Cello Concerto. I like the Rostropovich recordings, but take your pick. For violin, the Beethoven Concerto, Tchaikovsky concerto, Sibelius concerto.
Brahms Double Concert0 for Violin and Cello.
Carmina Burana, for powerful choral.
Mozart Clarinet Concerto, and the Clarinet Quintet. OMG! Masterpieces, both.
Bach Bradenburg Concerti. No. 2 has a trumpet lead!
Handel's Watermusic.
Stravinski- The Firebired Suite, and the more challenging Rite of Spring.
Beethoven- Just get all the symphonies and learn every note. You will have your favorites, but all are good.
Piano Sonatas -Pathetique, Appasionata, Waldstein, Hammerklavier.
Mussorgsky- Pictures at an Exhibition, Night on a Bald Mountain
There are many other "gems". I could suggest till you are blue in the face.