The Beethoven Symphony Cycle --- including all 9 symphonies --- is an absolute must for anyone wanting a taste of the greatest classical music ever written. There are over 25 complete box-set cycles available on CD (most w/5 CDs and most costing under $20 for the set). For the best sound quality (this is, after all, an audiophile site) I recommend the cycle by conductor Jos van Immerseel on the label called Zig Zag Territories. It is amazingly well recorded and is a small ensemble playing on period instruments and is simply transcendent. For a large ensemble, modern instrument cycle --- which is VERY different from the small ensemble/period instrument recordings, I suggest Beethoven: The 9 Symphonies by Leonard Bernstein and the Vienna Philharmonic Orchestra --- his interpretation is outstanding (and the sound is pretty good... 1963 recording remastered). If you chose only one and sound is the criteria... go Immerseel.
Enjoy!
Enjoy!