Miles Davis' Kind of Blue is a must have. If you like it, then I would recommend any of his recordings on the Prestige label. Try Sonny Rollins' Saxophone Colossus and Charles Mingus' Ah Um! next. If you find that you prefer more recently made jazz, look at The Rippingtons' Moonlighting and Acoustic Alchemy's Back on the Case. If you really like some of these suggestions, let me know and I can suggest others with a similar sound. The good news is, like classical, many of these recordings can be found relatively inexpensively.
Excellent...your suggestions with Kcarlile for Miles Davis - My brother also said he is a must have definately puts him in the Set. I think I would also check some of the more recent stuff as well
