I agree with Newbee that 3 might be a little difficult to digest for starters. 4 is very pretty and easy to follow, the EMI re-issue from Testament with Klemperer is excellent. My personal Mahler odyssey took me from 1 to 2 to 5, then 6, so I'd suggest either the 5th or 6th for your next symphony. The 5th is a very accessible symphony with the famous and beautiful adagietto movement in it and very dramatic. On vinyl I like the Solti interpretation on London/Decca, but don't get the Super Analog Disc re-issue, it's far too bass heavy (and if you still have the Betas it'll drive you nuts). I'll defer to others on the other symphonies on vinyl, but I would save 9 for last, and remember when you listen to it that it was written by a man who knew his end was near, makes it that much more moving.
And I agree with Newbee, particularly on SACD with the Tilson-Thomas/SFO and Zander/Philharmonia cycles, there is a lot of Mahler on digital that is superb, both sonically and interpretively.
And I agree with Newbee, particularly on SACD with the Tilson-Thomas/SFO and Zander/Philharmonia cycles, there is a lot of Mahler on digital that is superb, both sonically and interpretively.