I have the Horenstein/LSO on LP (Unicorn). Although I enjoy the analog sound, but the coda of the first movement is on the side 2! It's irretating to break my mood in the miidle of a piece, especially for Mahler's music. The Solti/CSO No.8 (London LP) sounds congested on my MMF-5 and I am glad I got the CD version. A $10k TT plus $5k cartridge may make a difference. The only exception is Solti/Concertgebouw/Stahlman, the CD is a little bit hash compared to LP. All mentioned are great performances, however.
Defintely check out the SACDs of SFSO/Thomas No 1, and 6. These are the closest to the analog sound you can get from a digital format.
For a intro to Mahler, my order are:
a) 1 and 4, and if you are hooked...
Read some articles about Mahler's life.
b) 7 and Das Lied von der Erde (the first 5 movements).
Read more books about Mahler's life, and browse through some songs from the following (no particular order)
c) Kindertotenlieder,
d) Ruckert Lieder
e) Des Knaben Wunderhorn
f) Lieder eines fahrenden Gesellen
g) 2 and 3, and if you can sit listening through without stop, then
h) 5, 9, and Der Abschied (last movement from Das lied, and now you can appreciate this whole work from first to last without stopping), and
i) 6, 8, and 10 (get the Rattle/BPO/EMI)
I always think Mahler's music are probably the best to test your HiFi euqipment. He has everything in a symphony, you name it, opera, chamber music, instrument solo, dynamic, soundstage, tone color, pipe organ, guitar, mandolin, celesta, and even hammer!)
Hope this help.