Another vote for the Schubert Arpegionne Sonata.
Another vote for the Glass Bead Game. Nathaniel Rosen's playing is lovely.
Also check out Chopin and Rachmaninov Cello Sonatas. There are several versions available.
Pieter Wispelwey, a regular cellist for the Channel Classics label (w/ incredible sound on Hybrid SACD), also recorded some beautiful performances:
Chopin Sonata for Cello and Piano,Op. 65. Fauré Elégie,Op. 24. Papillon,Op. 77. Romance,Op. 69. Poulenc Sonata for Cello and Piano.
Pieter Wispelwey vc Paolo Giacometti pf
Channel Classics CD CCS10797 (67 minutes : DDD)
www.channelclassics.com