Difficult to know quite where to begin but here's one thought.
Get Pandora or some other such device and enter in piano concertos, flute sonatas or some such thing. Sonatas are usually one instrument or with an accompanying one. Concertos are usually one instrument with an orchestral background and just listen. See what catches your ear, is it the pacing or the playing and follow where that leads you.
Start with the "classics" such as Bach, Mozart, Beethoven. From there you can move on to Brahms, Tchaikovsky, Rachmaninov. These are the composers for cutting your teeth and the ones we all go back to for comfort. Then, when you are ready, treat yourself to some modern and contemporary music, but you need a foundation first to really appreciate newer music. Avoid Berg, Webern, Schoenberg. Very few have the patience or ears for their work.
I definitely agree with Uru975 on trying out a few things on Pandora first. It's a good way to narrow down a style. I used to play trombone, guitar, and piano and was exposed to different composers/styles through the other players in the bands/orchestras/small ensembles in which I played. Pandora could help you get a well-rounded exposure, and THEN you can hunt down the best recordings of things you like.
I'd start by deciding if you want solo piano, small groups, chamber orchestra, or full on symphonies. One of my favorite symphonies is Dimitri Shostakovich's 5th. I'd get Leonard Berstein with the New York Philharmonic. It ranges from light to heavy, so it should give you a broad introduction.
First, start with the following CD: Best of the Millennium: Top 40 Classical Hits
It's not a perfect recording, but there's a great chance that you're familiar with almost all of the songs and the cover will even tell you where you have heard it in the past (i.e. commercials, etc.). I find that I enjoy music a lot more when it's familiar.
Second, I would suggest getting a few of the Jacques Loussier Trio CDs because they are classical music performed in a jazz style that I suspect you'll enjoy. I'd recommend The Four Seasons and The Brandenburgs, both are favorites in my collection.
Finally, I would suggest starting with smaller groups or concertos. I'm a huge fan of the violin. Here are a few suggestions:
(1) Lara St. John - Vivaldi: The Four Seasons; Piazzolla: The Four Seasons of Buenos Aires [Hybrid SACD]
(2) David Garrett - Pure Classics
(3) David Garrett - Tchaikovsky Conus: Violin Concertos
(4) Ning Feng - Solo
(5) Ning Feng - Paganini: Hello Mr. Paganini
(6) Regina Carter - Paganini: After a Dream (this is more jazz than classical, but you'll love it)
David Garrett also has several crossover/rock CDs that are excellent.
Ning Feng is probably my favorite violin player because he makes the absolute most difficult pieces musical in a way that I have not heard anyone else match. His music is very technical so that may not appeal to you, but the recommened CDs are fantastic recordings.
Among the composers who IMO should be on your initial short list, I would add Schubert, Chopin, Dvorak, and Schumann to those already suggested in Ojgalli's post. If opera may be of interest, Puccini. From the earlier Baroque period, Telemann and Handel. And for some fun stuff, that can often show off a high quality system to good advantage, try some music from the even earlier Renaissance period.
I would also suggest giving preference to recordings produced on labels that are recognized for consistently good sound quality. A lot of excellent musical material that has been put out over the years by the major labels is sonically ruined by excessive multi-mic'ing and processing, which may prove to be particularly discouraging during your initial explorations.
I have found the following labels to have provided excellent sounding recordings with a high degree of consistency, although unfortunately a number of them no longer exist:
Harmonia Mundi France
Mercury Living Presence re-issues
Telarc (many are excellent; some will be disappointing)
If you have a public library near you, most let you check out classical music cd's and see what you are drawn to.
Go to Amazon or other music sites and sample their music. The sites also will suggest similar works and what other people liked as well. It is free and you will get to hear 30 second clips to wet your whistle. (check out Frederick Fennell conducts Leroy Anderson @Amazon)!
Compilation/Sampler CDs from Chesky, Telarc, Reference Recordings etc, are also an easy way to get excellent quality at a fair price. HD tracks lets you hear first as well.
I assume you are looking for more specific recommendations, and especially some that are well recorded, spacious, and engaging. For violin, try some of Hillary Hahn's Sony recordings, such as Mozart, Barber & Meyer, Brahms & Stravinsky, Mendelsohn, and Elgar. For cello and piano, try Zuill Bailey's Telarc recording of Brahms works for cello and piano. All are quite accessible.
If you have streaming capability check out WFMT Chicago. Best classical station in the US. Special shows St. Paul Sunday and Exploring Music will raise your knowledge and focus your interest. Other great show besides daily programming
Check out: www.brightcecilia.com
I believe St. Cecilia was the patron saint of music. This is a site dedicated to classical music. Not religious in any way, I think the title is from "Hail Bright Cecilia" by Handel or Purcell or some such.
Well, as usual, you have Exceeded my expectations!!
Thank you very much as I have enough great input to put together a plan and begin my "classical" journey.
Since I really appreciate individual instruments & have a fairly high end system with separation as a strong point--I am interested in which composer / group I should start my "classical" specific collection with?
Your post indicates you want to show off or test your system as opposed to learning to appreciate classical music. What does the price of your system i.e. 'high-end' have to with getting involved with classical music? However if you are serious, start with the tired and true. Stay away from all the twentieth century stuff until you listen to the Beethoven, Mozart, Bach, Brahms and all the other major germans. You could spend the rest of your life with them. Don't try to do it all at once. Subscribe to either or all of: Classical fm, BBC Music and Gramophone magazines. Great reviews, and they give a lot of history which makes the music even more enjoyable. Other than me, don't listen to anyone Audiogon! And buy used on amazon.
To broaden my musical tastes I would buy good condition classical music records from the local thrift shops. It took some digging but ended up with a lot of Tchaikovsky, Mozart, Bach and other artists. The records were so inexpensive and in very good condition. Most I liked and some I didn't. The ones I didn't like would be dropped off at a totally different thrift store then where I originally purchased from.
There are some great suggestions here. I would recommend Vivaldi's Four Seasons by Sarah Chang and any number of Aaron Copland's works performed by Leonard Bernstein. These can be found used on Amazon really cheap.