I just looked up Sibelius symphonies in The 2003-4 Penguin Guide and The 2004 Gramophone Classical CD Guide. The Penguin Guide says: "Capped with a superb account of Kullervo, Sir Colin Davis's RCA set of the Sibelius Symphonies sweeps the board. The excellence of the LSO playing is matched by the consistently fine RCA recording, which sets the seal on a totally authoritative and triumphant survey, including equally fine performances of En Saga and Rakastava for good measure. Otherwise Ashkenazy's Sibelius cycle takes precedence." The Gramophone Guide likes the Ashkenazy set, but prefers the first Davis cycle with Boston on Philips to his second one.
My recommendation is Colin Davis's second cycle with the London SO, which was recorded 1992-1998 in and around London (three different venues), all engineered by Tony Faulkner, and released on 5 CDs as follows:
1. Symphonies 1 & 4: Recorded 1994.
2. Symphonies 2 & 6: Recorded 1994.
3. Symphonies 3 & 5: Recorded 1992.
4. Symphony 7, Kullervo Symphony, Rakastava, En Saga: Recorded 1994 and 1996.
5. Karelia Suite, Oceanides, Finlandia, Valse triste, Tapiola, Nightride and Sunrise: Recorded 1992, 1994, and 1998.