Wicked, I'm actually a music composition major, so I have to do a lot of listening to orchestral pieces. Personally much of my favorite orchestral music comes from movies, but I do listen to a lot of classical too.
Some of my classical favorites include:
Ride of the Valkyries by Wagner
Dvorak's Symphony Number 9 "From the New World" is pretty well known and is great. Especially movement number 4.
Adagio for Strings by Samuel Barber
From movies:
Gladiator - Even though Hans Zimmer tends to lack originality, this is a great soundtrack
The Lord of the Rings - My favorite is the first one, but all 3 movies have great music by Howard Shore
Star Wars is almost always a safe bet. All the movies have good music.
The Band Of Brothers soundtrack is phenomenal.
Gods and Generals has good music too. Awful movie, but good music.