Well, it's not precisely classical, but I do recommend Bela Fleck-Perpetual Motion. It's a collection of classical pieces played (fairly striaght) on non-traditional instruments, leaning towards bluegrass. Good stuff.
You can't go wrong with Bach; Telarc Digital has some good stuff.
We also have an album called Essential Mozart that is a good introduction there.
And of course, get Beethoven's 9th. I don't have a specific recording to recommend, but any will do as a start. It's probably the best piece of music ever writting. IMHO.