For Shostakovich, I would recommend the complete set by Barshai on Black Box--a fantastic bargain all way around.
Classical CD Guide
I have just received the "Classical Good CD Guide 2003", put out by Britain's Grammpohone magazine. I cannot recommend it highly enough: It's 1300 pages reviews of classical recordings, singling out the outstanding. It even serves as a solid backgrounder on the composers themselves. Price in the US is 28 dollars, ISBN 0-860-24902-6, US-distributor is Music Sales Corp. in New York, Fax (212)254 2013