This is a vast question as "classical music" encompasses 1000 years and varies greatly in terms of style and audiences. If you want to have "samplers" and then start narrowing down, I'll try to type a few (going for diversity).
Orchestral work
---------------
1) Bach's Brandenburg concertos (with Goebel or Dantone if possible)
2) Any Mozart's piano concertos (preferably #18 or higher and preferably with Barenboim)
3) Beethoven's symphonies (preferable #3 or higher)
4) Berlioz's Symphonie Fantastique (Coling Davis or Igor Markevitch)
5) Schumman's Symphonies no 3&4 (Harnoncourt)
6) Borodin's Symphonies 2&3 (Barenboim)
7) Debussy's La Mer (Boulez)
8) Dukas's Symphony (usually comes with La Peri and L'apprenti sorcier)
Chamber Music
-------------
1) Bach's solo cello suites (Harnoncourt, Casal)
2) Mozart's quintet for clarinet and/or trio for clarinet, viola and piano
3) Beethoven's string quartet from the middle period (7-11) (Italiano)
4) Brahms quintet for piano (Grumiaux)
5) Chopin polonaises
6) Schubert's Moments Musicaux
Vocal & Opera
-------------
1) Bach's cantata (any one, ideally from Teldec with Harnoncourt or Leonhardt)
2) Highlights for any opera from Mozart
3) Schubert's Die Schone Mullerin or Die Winterise (lieders)
4) Highlights from Verdi's Il Trovatore
5) Bizet's Carmen (actually there is a fairly good movie)
6) Mozart's Requiem (Harnoncourt)
This is a very, very quickly put together list as I was typing.
Once you sample a few things, it gets a lot easier to help with further selection.
