I have a 3 CD set of the complete Bach harpsichord concertos that sounds awesome. I have that Holst John recommended, as well. It is very cool - nice recording, lively with huge crescendos.
Loreena McKennit's "Book of Secrets" is a phenomenal recording. Arturo Sandoval's "my Passion for the Piano" and "Trumpet Evolution" are both great recordings, too.