I haven't hear Nelsons in Brahms. The reviews have been somewhat mixed. For the record my favorite cycles are
1) Kurt Sanderling/Dresden Staatkapele mine are on Japanese Blue Spec discs but they always seem to be in print somewhere.
2) Walter/Columbia SO (stereo-there are several Walter mono cycles which are even better performances) only a low energy Fourth keeps this from top rank
3) Klemperer/Philharmonia O.K., Klemperer could be granitic, but Brahms was definitely in his wheelhouse
4) Jurowski/Pittsburgh on Pentatone-the best Multichannel set
5) Karajan/Berlin P I give my nod to the seventies cycle, but there is a more exciting live Brahms cycle from the early seventies recorded in Paris in good FM stereo available from Norbeck,Peters, and Ford (norpete.com) that blows away the studio cycles. The more live Karajan I hear, the more I realize that he could have tremendous spontaneity)
I'd like to hear the Steinberg/Pittsburgh set that was just released by DG, I think it is mentioned a bit upthread