I agree with you completely about not overlooking chamber and other smaller works of any composer. While symphonies and concertos paid the rent, a lot of composers felt more free to be inventive and not worry about public appeal when they composed such works. I too, particularly like Schubert's Winterreise (I have nine versions on CD and a couple more on lp) and other song cycles and his quartets and quintets. One of my all-time favorite pieces is his D. 956 string quintet. If all he composed was what he did in the last year of his life, he would still rank among the best composers of all time. Of all the Beethoven recordings I have, I listen most frequently to his late quartets and his sonatas for violin and piano. For Brahms, as magnificent as are his Symphonies and piano and violin concerti, I think my favorite single recording is a set of Chorlieder (Kolner Kammerchor/Peter Neumann).
It's really hard to even suggest a path for discovering favorite music because it is so hard to predict what will catch anyone's fancy. Someone in my office asked me to bring in some selections for him to get started with classical music. On a hunch, I included something that is somewhat out in left field, and it turned out to be what he liked the most; it is a recording of Harry Partch's "Delusions of the Fury."