Ive been a Mahler buff for 40 years, have many Mahler recordings and have heard many Mahler live performances, so Ill take a shot at your question. Youve already got the First and Second, so we go from there. The most popular Mahler symphony, and the most accessible one, is the Fourth. Its also the gentlest, most lyrical, and least bombastic, perhaps the most tuneful, and certainly very beautiful. (The First and Fourth are the shortest ones, and the only ones that could be gotten onto a single LP.) So Id recommend the Fourth as your next acquisition. (The First, Second, and Fourth are normally recommended as the best introduction to Mahler.) Next Id recommend the Ninth, and after that the Fifth. Beyond those outstanding symphonies, Id say all the Mahler symphonies have their own beauties and powerwith the exception, for me, of Seven and Eight, which Ive always found the weakest, least inspired of the nine completed symphonies (the Eighth in particular to my ears seems to be trying to make up in elephantine scale and bombast what it lacks in true inspiration, but thats just one mans opinion).
Im a CD guy so cant comment on the best versions available in vinyl today, but two superb analog recordings of the Fourth that were issued on vinyl are the Szell/Cleveland from 1965, a classic, and the Solti/Concertgebouw from 1961 (not his digital remake with Chicago). The Szell/Cleveland always had considerably better sound than the norm from Columbia in the 1960s, and the Solti/Concertgebouw was engineered by the great Kenneth Wilkinson and has wonderful sound; if you can find it, its a gem. I will simply add that the best-sounding Mahler symphony recording Ive ever heard from an audiophile point of view is the Chailly/Concertgebouw performance of the Ninth on Decca, recorded in the Concertgebouw in 2004; stunning sound and also a magnificent performance. The Das Lied von der Erde is also indispensable; it and the Ninth are Mahlers indisputable late, crowning masterpieces. The greatest recording of it is the Bruno Walter/Vienna Philharmonic/Kathleen Ferrier version from 1952 (monaural), unlikely to be surpassed as a performance, but inevitably showing its age sonically. (Its been successfully remastered in Deccas Legends series of remastered CDs.) Happy listening.