Craig, what you have heard about Brahms is true, as far as being the last of the major composers to use natural horns in his works. What Brahms did in his symphonies, for instance, was (generally) to use one pair of natural horns (Horns I and II), and one pair of valved horns (III and IV). So he did take advantage of the newer instruments; however he and many others at the time felt that the valved horns were inferior to the natural horns in tone quality. This could perhaps have been true, at first, but it was not a universal opinion at the time. Brahms had very conservative musical tastes. He was a horn player himself, you know. He even wrote an etude book for the instrument! It's quite good, though not much in use today. I would guess most horn players don't even know it exists, let alone have a copy.
Wagner's first use of the new instruments was fascinating, in Lohengrin. At first, he did not quite understand the concept, and assumed that the purpose was to essentially have several natural horns on the same instrument - in other words, that it would still be played as a hand horn, just with the ability to change the key of it at will. The result of this misunderstanding was that he changed the key of the instrument sometimes after only a bar and a half! So one has to be alert when playing, for instance, the oft-played Prelude to the Third Act, as the transposition changes come thick and fast - it gives students a great deal of trouble at first.
As far as recordings go, I know that John Eliot Gardiner has a good recording of the Brahms Requiem. I do not know if there are any period instrument recordings of the symphonies - I don't think Gardiner has recorded those. Being still very active, I don't really have time to keep up with everything going on in the recording world anymore. I am very familiar with what was recorded up to say the mid-90s, but not nearly so much since then, when I won my position in a full-time symphony. Many others on this board would be much more familiar than I with who has recorded what in the last twenty years or so. I'm pretty sure there were no period instrument recordings of the Brahms symphonies before the mid-90s, but someone may have done it since.
schubert - I do not remember where you live, if you have ever said. Assuming you are in or close to a major metropolitan area, you would be much more likely to catch a performance of a woodwind quintet at your local universities/conservatories. Also, see if there are any chamber music series in your area that have winds on them. Often, symphonic musicians in major orchestras will have a series set up to give them an outlet for chamber music, which they control, unrelated to their orchestra. Perhaps the performances are located in a local church. It is in this way that I have played most of the major wind quintet works professionally, as well as the Beethoven Septet and the Schubert Octet, and many other major chamber works. You might see if you can find such a series in your area.
