Big orchestral sound in pop, rock etc.

If you want to get very ambitious and adventurous, look for a copy of St. Giles Cripplegate, a 1972 album of modern Classical music written by Jack Nitzsche and performed by The London Symphony Orchestra conducted by David Measham (Reprise Records MS2092).

Nitzsche was Phil Spector’s arranger and orchestrator (including the incredible "River Deep, Mountain High"), and did the same for a number of Rock bands, including Buffalo Springfield (on Neil Young’s "Expecting To Fly") and The Stones. He and Ry Cooder produced Neil Young’s debut album, and Jack later played piano on a number of Neil Young records, including Harvest. He’s all over the debut album of Crazy Horse, a fantastic album. He also did a number of soundtracks, such as Performance, The Exorcist, and One Flew Over The Cuckoo’s Nest. A very talented guy.

Check out Elton John live in Australia with the Melbourne symphony orchestra.  Great performances and recorded well.  

@bdp24 We´re entering neo-classical terrain here – that´s not exactly what I meant in the original post, but still: I´m listening to this right now and it has beautiful moments.
To be honest, the arrangement of „River Deep, Mountain High" is a bit too much for me, distracting from the song.
I´ll check out the other albums you recommend though, Nitzsche surely know how to handle an orchestra.
One more adventurous release I can recommend is „Ys“ by Joanna Newsom. It´s all harp and singing plus a full orchestra (arranged by Van Dyke Parks). She´s really taking folk into new directions there.

@pops Thank you! Maybe this will finally get me into Elton John. Before I heard „Mad Dogs and Englishmen“ I wouldn´t have touched Joe Cocker records with a stick, but I´m glad I gave it a try.

@chmaiwald: I got the Joanna Newsom album because of the involvement of Van Dyke Parks, and even after multiple listens haven’t been able to get into it. I’ll try again!

Speaking of Van Dyke Parks, his debut album Song Cycle is another heavily orchestrated album, and a stunner. Also an audiophile quality recording.

@chmaiwald If Mad Dogs and Englishmen is your cup of tea, then I’m sure you’d love Tumbleweed Connection, Honky Château, and Goodbye Yellow Brick Road by Elton John. Very Leon Russell-esque (the bandleader, musical director and co-producer of Mad Dogs and Englishmen, and someone who Elton considered a mentor and inspiration) especially those first two.  
I’d throw in Elton’s Madman Across the Water, albeit with the caveat that it is not as great an LP, top-to-bottom, as the others, but YMMV.