If you're just getting into Bruckner, I suggest you try his most popular symphony, the 4th, also known as the "Romantic." And after that, try his 7th Symphony.
There are so many great versions of each that it's hard to know where to begin. One inexpensive way is to get the recordings on Naxos, conducted by Georg Tintner. They're not "audiophile" recordings, but they sound quite good, and they are fine readings by a conductor (alas, recently deceased) who felt Bruckner in his soul. (These are, by the way, favorites of the Stereophile writer, Sam Tellig.) You can buy all nine symphonies (plus the "00" and "0" symphonies) in a cheap Naxos boxed set, or get them individually.
If you crave a heaven-storing interpretation of the 4th, try the one on DG conducted by Herbert Von Karajan -- the Berlin Philharmonic brass will take your breath away. If you want a more genial and "folksy" version, try Karl Bohm's, on Decca.
You can also check the recommendations made by Gramophone, the respected British magazine that reviews classical music. Go to http://www.gramophone.co.uk/. In the navigation bar on the left of the page, put your cursor on "Reviews," then link to "Recommended Recordings."
