There are several record labels known for high quality sound for Classical music; look for Decca, Naxos, Teldec, Telarc, Chesky (uses their own proprietary system for remastering great performances), Chandos, harmonia mundi (France) and Philips to name a few.
For essentials with outstanding sound, I highly recommend a Tchaikovsky collection of Symphonies 4, 5, 6 on Decca (Valery Gergiev/Vienna Philharmonic), "Berlioz: Orchestral Works"...Colin Davis/London Symphony on Philips (ADD) and includes "Symphonie fantastique."
Essentials also include Bach's "Brandenburg Concertos," Mozart's symphonies and concertos, anything Haydn, Schumann, Mendelssohn and Beethoven. The Amazon reviews are very helpful.
There are excellent sounding Beethoven box sets such as Daniel Barenboim/Staatskapelle Berlin on Warner, Zinman and the Zurich Tonhalle on Arte Nova... 2 very different interpretations of LvB. For Brahms, look at Guilini's "Brahms: The Complete Symphonies" on Newton Classics.
For the best in sonics look for Paavo Jarvi's Beethoven; SACD-DSD on RCA Red Seal.
Also if looking for great sounding SACD, there's Michael Tilson Thomas/San Francisco Symphony on their own label, SFS Media.