I just had to chime in on, and second your enthusiasm for, the Finnish composer Jean Sibelius since I played through his symphonies yesterday -- seemed perfect for a frigid winter's day. Stravinsky's Sacre is perhaps the most famous piece of 20th Century classical music, but Sibelius is little known. To the extent people have even heard his name, I get the feeling they assume he's a minor, regional composer whose stuff is probably mediocre (otherwise, why isn't he better known?).

Au contraire! By turns brooding and thrilling, his symphonies are masterpieces. I suspect that he isn't better known because he wrote in a fairly conservative idiom for the time (compared to, say, Richard Strauss or Mahler, much less Schoenberg, et al.), and because he lived too long (his dates are 1865 - 1957!). There has also been some unease about whether he had Nazi sympathies (the Nazis claimed him as a "Nordic genius", but as I understand it diary entries disprove sympathy; nonetheless, the stigma remains).

At all events, the generally acknowledged master of his works is Sir Colin Davis, and the reputation is deserved. I saw Davis perform five of the seven symphonies at a series of concerts at Carnegie Hall with the LSO and it was sublime. Davis conducts the complete symphonies (plus other works) on two Phillips Duos, which are highly recommended.

Strangely, though, when I reach for these works I tend to pick out Leonard Bernstein's 1960's performances on Sony (part of the incredibly stupidly named and marketed "Royal Edition" -- what the Prince of Wales has to do with Leonard Bernstein, I haven't the foggiest). Lenny, as he usually does, tends to give the performances a little more "oomph" -- not as purist and contemplative a reading as Davis, perhaps, but a lot of fun for all but the most serious listening. Unfortunately, now that I look, they seem to be out of print, but if anyone's interested there seem to be some used:

Bernstein Sibelius Vol. I: http://www.amazon.com/gp/product/B0000027NR/qid=1140366613/sr=1-37/102-3208809-0428959?v=glance&s=classical

Bernstein Sibelius Vol. II: http://www.amazon.com/gp/product/B0000027NS/qid=1140366805/sr=1-8/102-3208809-0428959?v=glance&s=classical

• Colin Davis and the BSO on Phillips Duo, Vol 1