Just another opinion but here are a few absolutely must haves, as long as they are quality recordings on quality pressings. Keep in mind that there are many different interpretations of these and most classical pieces. Hunt around and find the performances you like best.
Beethoven's 9th and 5th
Korsakov's Scheherazade
Pachelbel's Canon in D (lots of many versions & interpretations of this one but London Symphony Orchestra is a good one)
Debussy's La Mer
Mozart (anything by Mozart)
Rossini's Overture to William Tell
Tchaikovsky's 1812 Overture
Wagner's Ride of the Valkyries
Enjoy!