The recommendations you say you already received are all good, as are the suggestions offered in the relies above. I definitely second the "Royal Ballet Gala Performances" set. I would also add:
The Power of the Orchestra, recent 45 rpm reissue of RCA VICS 2659 from Analogue Productions (includes Mussorgsky's "Night on Bare Mountain" and "Pictures at an Exhibition" in different orchestrations that one usually hears; an incredibly powerful orchestral recording)
The Reiner Sound, RCA LSC 2183 (particularly in the 45 rpm resissue from Classic Records) (includes a dynamic performance of Ravel's Rapsodie Espagnole)
Vieuxtemp's Violin Concerto No. 5, with Heifitz on RCA LSC 2603 (another excellent 45 rpm reissue from Classic Records)
Prokofiev's Scythian Suite on Mercury