Bruckner's Fourth, Seventh, Eighth, and Ninth are among my very favorite Symphonies. I also like the Fifth and Sixth, while I find One, Two and Three only mildly interesting. His #0 is a very young work and, to me, disjointed and pretty much unlistenable.
Favorite performances:
#1 - Barenboim (Teldec)
#2 - Barenboim (Teldec)
#3 - Barenboim (Teldec); Bohm (Decca); Szell (Orfeo)
#4 - Bohm (Decca); Sawallisch (EMI); Ormandy (Sony); Karajan (EMI); Klemperer (BRS0 - EMI); Jochum (EMI - conducted more smoothly than the acclaimed DG version which Jochum pushes and pulls out of shape, although the latter does have better orchestral playing);
and for those who require added drama - which Bruckner doesn't need but which can be fun once in a while: Wand (RCA)
#5 - Jochum (Philips); Chailly (Decca)
#6 - Klemperer (EMI)
#7 - Walter (Sony); Karajan (EMI); Giulini (DG); Bohm (Andante); Chailly (Decca)
#8 - Furtwangler (Andante 1954); Beinum (Philips); Schuricht (EMI); Karajan (DG 1976 & 1989); Bohm (DG); Giulini (DG); Wand (RCA)
#9 - Beinum (Philips); Schuricht (EMI); Klemperer (EMI); Giulini (DG); Mehta (Decca)
For those just starting out I would recommend the Bohm (or Karajan) Fourth, followed by the Walter (or Karajan) Seventh, followed by the Karajan (1989) Eighth and the Mehta Ninth. All of these are of excellent sound quality - something Bruckner seems to have been blessed with more than most composers.
What are your favorites?
Rob