interested in exploring classical

I second the (internet) radio route as a primer. Play it as background music first. Note down the names of the pieces that catch your interest. Then go and buy the CD and start your critical listening session. The general idea is that don't force yourself to sit through 15-20 minutes of music just because someone tells you it is a high fidelity recording. Find the music you love first, then the rest will all come easily.

I came to an interest in some kinds of classical music only recently and find that what I like is just as unpredictable and specific as with any other genre. I have found much classical music I love but can't say I love classical music any more than I can say I love country music. I like what I like, regardless.

The idea of finding a way to sample it broadly and then follow what piques your interest is a good one, rather than buying what is considered by consensus to be the great stuff. I, for instance, have found I really love a lot of Bach's work but that almost all Mozart drives me from the room.

In addition to internet radio I would recommend a site like emusic.com where there are expert recommendations as well as playlists from regular contributors with the ability to hear samples and search for similar music.

Second(third) the internet radio but might add either the Penguin or Gramophone yearbook/guide to classical music. First find a piece you like, then look it up, read some descriptions, see if any of it makes sense, and maybe, heavy on the maybe, go from there. They might have some particular one singled out as really outstanding, somewhat rare, but every now and then it happens. That might give you a place to start for soloist, composer, playing group, could be symphonic, chamber, or solo, as well as a starting point to see what else that one/they did that you liked.

A classical music sampler that came free with a phonograph got me started.

http://www.jerrykravat.com/weddings/classical_samples.html