Thanks for all the suggestions. Many of these I know already, such as Beethoven's piano sonatas, Stravinsky (never really got into him much), mussourgsky etc.
Other stuff I already enjoy:
Liszt's piano works (particularly his adaptation of Saint-Saen's Danse Macabre)
Rachmaninov (particularly Isle of the Dead and Piano Concerto No 2). The recorded performance of Isle of the Dead I own doesn't do it justice. Saw it live and it was one of the best musical experiences of my life.
Andres Segovia (well, I don't hugely enjoy the style but can certainly appreciate the brilliance of the man in playing classical guitar)
The Kronos Quartet does some great stuff (for those of you who have seen Requiem for a Dream, they did the soundtrack)
and I think I already mentioned this in my earlier post but it's my favourite:
Henryk Gorecki's Symphony No 3 (Symphoney of Sorrowful Songs). Kind of like slow, dark, doom metal in classical form with haunting choirs.