A good place to start sampling is a radio station. Most cities have an FM station at the bottom of the dial - usually npr and connected to a university. As far as selecting music - at some point pick up the Gramophone Classical Music Guide and the Penguin Guide - good for pointing one to good performances - Gramophone is less comprehensive but I think is a better place to start. As far as companies - I assume you are referring to 'labels' -that depends - EMI & Deutsche Grammophon have the largest inventory of great performances. Telarc, Pentatone, Channel Classics, Linn, and other labels may be more 'audiophile.' Naxos, Testament, and a few others tend to put out more difficult to find performances from the earlier years of recording. Classical music listening and collecting may be a little different from what you are used to if you are coming from more of a popular genre. There is a heightened value in listening to different performances of the same piece. For example, I probably have somewhere on the order of 20 performances of Beethoven's ninth. In nearly all cases I have a minimum of two performances of the every composition that I own. Different conductors make a huge difference in the music - in my opinion a much larger difference than the quality of the recording. Furtrwangler's Eroica is completely different than Harnoncourt's which is completely different than Karajan's or Vanska's. The other difference you may notice if you are coming from a more popular genre is the time investment in a composition and in a performance. While it takes more than one listen to appreciate any music - you may find this magnified when listening to classical music - I notice newness in both composition and performances in pieces that I have been listening to for decades - much more so with classical music than with more popular music. Finally, as a matter of completeness - look at different divisions in what is commonly referred to as 'classical' music. Baroque (eg. Bach, Handel, Teleman) has a very different flavor than classical (eg. Haydn, Mozart), than Romantic (Tchaikovsky, Bruckner) than more recent compositions (Berg, Schoenberg). Finally, give opera a listen - besides the vocal part of the performance (which one can also view as an instrument), orchestral performances underly opera. Composers such as Verdi, Wagner, and Puccini provided us with wonderful compositions that are found almost entirely in their operas. I recomend the radio station sampling and the guides because there is an incredible selection to choose from, both in compositions and performances. These are starting places to get one's feet wet. A miss and hit approach when starting out may leave one with several hundred cd's, many of which are not performances to that person's liking. NPR is free so you can listen to hundreds of pieces for the cost of the power to run the radio. The guides will give you a starting point for purchasing arguably good performances. Finally, beware the audiophile magazines that list recommended recordings - it is my experience that there is absolutely no rhyme or reason to the selections. I do find value in the monthly periodicals Gramophone and BBC Music as to recomendations - but even there take what you read with at least a grain or two of salt.
