This list is provisionally complete. Everything now has links to recordings, either to ones I own or to ones I have carefully selected from what I could listen to online though either Rhapsody or YouTube. Some of the albums I own are linked to Naxos or Amazon instead, because I could not find a streaming link. Piece names are linked to Wikipedia.
Favorites
To keep the size of this list down, I'm limiting it to music I listened to as a child, and I'm moving other favorites to the next list.
The Planets by Gustav Holst
Pictures at an Exhibition by Modest Mussorgsky
La Mer by Claude Debussy
Toccata and Fugue in D minor, BWV 565 by Johann Sebastian Bach
Symphony No. 5 in C Minor by Ludwig van Beethoven
Symphony No. 9 in D minor by Ludwig van Beethoven
The Firebird by Igor Stravinsky
Rhapsody in Blue by George Gershwin
Peer Gynt by Edvard Grieg
The Four Seasons by Antonio Vivaldi
(Relatively) Obscure Masterpieces
These are more obscure, at least to the extent that I discovered them as an adult.
Symphony No. 6 by Jean Sibelius - His other symphonies are also good, but this one is my favorite.
November Woods by Arnold Bax - I love all of Bax's symphonies and tone poems. I picked this one mainly because it fits in with this time of year.
Symphony No.7 ("Insect Symphony") by Kalevi Aho
The Day Trilogy, Symphonies 6-8 (Le Matin/Le Midi/Le Soir) by Joseph Haydn
Le Tombeau de Couperin by Maurice Ravel
Metropolis Symphony by Michael Daugherty
The Roman Trilogy (Pines of Rome/Fountains of Rome/Roman Festivals) by Ottorino Respighi
Concierto de Aranjuez by Joaquín Rodrigo
Nights in the Garden of Spain by Manuel de Falla
La création du monde by Darius Milhaud