Many great suggestions. Glad to see mention of the Nielsen Quintet and of
Janacek, one of my favorite composers. Janacek's "Mladi"
(Youth) for wind sextet is a gem and highly recommended. Schubert's
"The Shepherd On The Rock" for soprano, clarinet and piano is
one of my favorite chamber works; as is his "Octet" for winds
and strings. Poulenc's "Sextet" for piano and winds is fantastic.
Prokofiev's "Sonata" for flute and piano. In a more modern
vein (beauty is in the eye/ear of the beholder):
Ligeti, "Ten Pieces" for wind quintet.
Elliot Carter, "Sonata" for flute, oboe, cello and harpsichord.
John Adams, "Road Movies" for violin and piano.