I would label Mahler's 1st as an introduction to Mahler, or "Mahler 101." It's a very good composition, but doesn't show the genius of his later works. A very good quality 1st is Riccardo Muti with the Philadelphia Orchestra on EMI.
I like symphonies that were recorded on analogue tape, then mastered for CD. I can highly recommend James Levine's Maher #4 and the rest of his series with the Chicago and Philadelphia Orch. from the late 70s on RCA Red Seal.
You'll find that the best quality classical recordings to be found are produced by a handful of record labels who specialized in this area. They employed top engineers and used recording techniques specific to this genre.