Classical fans, I need advice

I need a bit of advice. I've been listening to sample classical recordings (from tower records and amazon) for over 3 months trying to find a place to start. My interest began when I first became entranced by Alison Krauss + Union Station and Nickel Creek. I've gained a new appreciation for classical styles and the violin (fiddle?) in particular.

I listened to: Hilary Hahn - Bach: Violin Concertos on Deutsche Grammophon and enjoyed it. It wasn't too pretty, nor too symphonic. It's intimate and large at the same time. Maybe not quite as romantic as I might prefer but I honestly cannot say without hearing more. Keep in mind I'm not describing the performance here just the music. I'm thinking I will take the plunge with this Hybrid SACD.

Based on this can I be "profiled" and perhaps pointed in a direction? I know these works come from the Baroque period. I also read this in an amazon review "Shortly after Bach's time, the structure of a concerto changed from an ensemble piece for chamber musicians to a piece for soloist and full orchestra. Hence many recordings of these pieces are done by 'name' soloists and 'name' orchestras and lose their intimacy in the process. This recording does not; kudos to DG and Hahn for the choice of the thoroughly musical and consummately professional Los Angeles Chamber Orchestra for this disc." I really don't know if this is significant to my enjoyment of what i've heard but I thought I should mention it.

A few other notes about myself. Sound quality is of extreme importance to me. I simply cannot enjoy music on poor recordings. Something else, I really like the song from the Lord of the Rings soundtrack titled "Concerning Hobbits" composed by Howard Shore and performed by the New Zealand S.O. Again I'm not sure if this points me to a specific classical style or period but I figured I would mention it.

Any comments are appreciated
Vedric