The penguin guide to compact disks is a good guide for specific rec's on different works. I used it to help build my "basic" classical library, and I'm still happy with most of their recs, even though I've branched out signifigantly since then.
Naxos is pretty good a lot of the time. I noticed that Virgin now is selling some discs as 2cd sets for around 11 bucks. Most of the ones I've sampled have been good to great.
Also, check your library, you can check them out for free, and many cities have an on-line library database where you can issue "hold" requests for specific CD's, and if you have a cd burner, lets just say you don't ever have to check out that CD again. . .