These are not "complete discographies" but rather books of selective recommendations of classical recordings that in the opinion of the editors/contributors merit consideration. In the order of their usefulness to me:
(1) The Penguin Guide to Compact Discs and DVDs, ed. Ivan March et al. The 2003-4 edition has 1566 pages. Huge, comprehensive, well established; sometimes galling to American users because of its British chauvinism. Very useful.
(2) Third Ear: Classical Music: The Listener's Companion, ed. Alexander J. Morin. 2002, 1201 pages. The new kid on the block (this is its first edition), but also huge, comprehensive, and damned good. American in origin, so not subject to the pro-British bias of Penguin and Gramophone. Very useful.
(3) Gramophone Classical Good CD Guide, ed. Emma Roach. The 2004 edition has 1433 pages. Also huge, comprehensive, and well established, but less comprehensive (and I think less useful) than 1 and 2 above, and also marred by British chauvinism.
Some classical music buffs also fancy the Rough Guide to Classical Music (British) and Jim Svejda's Record Shelf Guide to Classical CDs (American), both of which are more elementary and much less comprehensive than the 3 recommendations above, but some might find them better suited to the needs of the newcomer to classical music. (I have both but find I rarely use them.) Svejda's book suffers the inevitable limitations (shared by none of the other books listed here) of one man trying to cover the entire field of classical music (and Svejda, who also fancies himself a movie critic, certainly has his limitations).