If your first reaction to the thread title was, "Does he mean classical music, or 'classical' music?" then welcome! Your pedantry will be much appreciated.
I suppose I mean Romantic/Classical-Romantic music. I grew up on Beethoven, and my favourite piece of all time is "Marche Slav" by Tchaikovsky, so I probably prefer the bombastic stuff. But all I really have is MP3s of "Night on Bare Mountain", "In the Hall of the Mountain King", "Blue Danube". So I'd really like to fill out that collection. Obviously it all doesn't have to be ffff, or I could just get a copy of the Classical Thunder CD set or something. That's why I'm here looking for your intelligent, informed input.
Baroque is right out. I'll add that my music history knowledge doesn't extend much beyond this, i.e. knowing broadly that "classical" music can be divided into Baroque/Classical/Romantic. There's more I'm sure.
But the other thing is: I feel like it's not enough just to know the pieces and composers—when it comes to actually buying a recording, there's quality issues. So I don't want to get the Backwoods Part-Time Symphony Orchestra, conducted by a drinking bird toy. But I have even less knowledge here. I seem to remember a lot of my dad's CDs having the Naxos label. That's about it. (DirectSong used to sell Naxos albums, but they all seem to have disappeared.)
iTunes is useless for browsing by label, so any help in this second regard would be very helpful (like how important is performance/conductor/label anyway).