Let’s cut to the chase:
1. Symphonies #1, 5, and 7 are dominated assets, the latter two being too sprawling. #8 is meant to be seen live, and #10 isn’t Mahler’s finished version. #4 is attractive, but somewhat lightweight.
2. #2 requires a very good recording, my favorite is Stokowski with the London Symphony Orchestra, even though he changes the score. If you can’t find that, try Abbado or Levine, both of those two being good default choices for Mahler. Those two conductors are also good choices for #3, another symphony in the Mahler pantheon.
3. #6 is the most nerve-wracking and insane and requiring of full volume. I’m still looking for the perfect recording of that one, sometimes I like Barbirolli.
4. #9 is the best music, I recommend von Karajan.
5. Pierre Boulez offers an alternative perspective on any of these symphonies, plus he has one of the very best Das Lied von der Erde recordings, that song cycle being part of the canon of essential Mahler works.
6. The quality of your listening conditions is especially important for Mahler. And during any listen a) try to spot the Austrian folk tunes, and b) think of Mahler as one of the greatest opera conductors, including for Mozart, of his time.
7. A short piano piece by Mozart, as a palate cleaner, sounds especially good after a Mahler symphony.
That’s what you need to know.