Next on the list for Mahler....

There's a Columbia LP that you might be able to find of Mahler song cycles (they are wonderful), sung by Dietrich Fischer-Dieskau with Leonard Bernstein on piano. These cycles are usually performed with singer and orchestra, but Mahler wrote them orginally for piano accompaniment. Anyhow, the LP sounds sensational on my system--warmer and with more presence than the CD version.

Also, look for a used 70's vintage DG LP of Fischer-Dieskau singing some of the same song cycles with orchestra, Karl Boehm conducting. The sonics aren't as good, but the performances are first rate.

I agree with Texasdave that the 4th Symphony is a good next step. Along with the Szell he recommends, I suggest trying to find the Paul Kletzki/Philharmonia Orchestra version from 1958, last seen on LP on the Seraphim label. I used to own that disk and it sounded pretty good sonically (not as good as the Szell though), but it's gone now. Now I have it on CD (Royal) coupled with Mahler's 1st. Musically, they are both classic performances, but the 4th in particular is truly outstanding.