What are the best sounding classical CDs

Buy the penguin guide to CDs and use it to reference the best performances and recordings of your favorite pieces.
Sometimes the best performances aren't the best recordings, so sometimes you'll have to compromise.

which composers? what style?

The JVC XRCD series has a number of the RCA Living
Stereo classical reissues. They are legendary
performances, known for their outstanding sound
quality. Their only disadvantage is price ($25+ each).
I've got the Tchaikovsky Violin Concerto performed
by Jascha Heifetz and the Chicago Symphony, and it's
outstanding. There are a number of other similarly
excellent classical issues.

Anything on the Reference Recordings label. Don

My general rule of thumb for sound quality (ignoring the performance) for a high end system, is to avoid Deutche Grammonphon CDs. While there are a few good ones; generally the way they are engineered they sound great in a budget system, boombox, or in the car; but cause me to have quick listener fatigue in a better system.