I think Jean Sibelius and Finlandia definitely deserve a mention. One of my favorite pieces of all time.

 

I used to listen to a lot of classical music, but less so these days. Still, I find this piece by Schubert is awesome from start to finish.

 

No mention of Charles-Valentin Alkan?

 

How about Bach's Passacaglia & Fugue or his Chaccone in D minor (Busoni transcription is amazing).

 

I debated with myself before linking this because the thread is mostly limited to Western classical music. And even then strictly speaking, this isn't Indian classical music - more like fusion/world.

But given his influence, etc. (and recent death) it feels...suitable.

Ravi Shankar & Philip Glass - Ragas In Minor Scale

 

When I was 12 my older brother would practice Mussorgsky every night. Gotta say its one of the things I miss most.

 

Since I played it just this evening, I would like to reiterate once more the brilliance of Tchaikovsky's Finale from Swan Lake. I know it seems a little cliché, but I believe it to be one of the greatest pieces of music ever written.

I won't link it, because I've got a fantastic version on my iPod that I can't find anywhere else, but I you haven't heard it, look it up. In fact, just go ahead and take a look at the entirety of Swan Lake - you won't regret it.