What is a good intro to "Mahler"?

If you must have vinyl, then Bernstein, or if you can find it Bruno Walter.

On CD I'll second that a great "introduction" are the recordings conducted by Benjamin Zander. Ben is an excellent interpreter of Mahler. His recordings with the Philharmonia Orchestra of London in particular (on Telarc) come with a second CD, where Ben gives a lecture analysing the whole piece.

Ben is also Music Director of the Boston Philharmonic. There are a couple recordings by them also. Ben's main activity is teaching at the New England Conservatory in Boston.
His star cello student is Yo Yo Ma.

Also a live recording of the 9th by Von Karajan on DG is very good.

Beg to differ - slightly: Mahler 5th is my recommendation for starters (I like the Barbirolli version on EMI -- hard to find on vinyl though) THEN 2nd (can also recommend Klemperer/PSO) then 1st (I like the Walter/NYSO version).

A live Bernstein/Berliner recoding on DG of the 9th is excellent IMO.

Das Lied von Erde & the Kinder should come later, I think -- whenever you feel introspective.

Very powerful music.

Start with the 1st, then 2nd, then 4th, then 5th, then 3rd, then 7th, then 6th, then 8th and finaly 9th. This is the way I think you could appreciate Mahler's symphonies from "more" to "less" accesible for starters. All Mahler's symphonies are GREAT, but my favorite ones are 9th, 2nd,6th and 1st. I would recommend you Claudio Abaddo for the 1st and 2nd, and Bernstein for the 4th and 5th. Finally, the most recommended and perhaps the most known movement (one of the most beautiful adagios ever) for a starter is the 4th movement of the 5th symphony. Good listening.

I agree with Jorge_err. I was never a big Mahler fan, as my Dad never liked Mahler so I didn't hear it much in our home. I've sort of been exploring Mahler the last few years. The most accessible of his symphonies is the First, and the best recording I've heard of it (performance is good, sonics astounding-a Peter McGrath recording) is James Judd with the Florida Philharmonic on Harmonia Mundi. Everyone has a favorite Mahler 2, I have a few I listen to. For the 4th, I'd suggest Klemperer on EMI; for the 5th, Solti on Decca or the new Telarc release with Zander, absolutely spectacular on SACD. Take it slowly, and be prepared for emotion, as Mahler put everything he was feeling into his music, part of what makes it as great as it is.

Greg is right to my mind. I would leave the Lied von der Erde and the Kindertotenlieder for much later. I second his suggestions as for the sequence of the symphonies as well as for the conductors and orchestras. I would start with the 5th and then go to the first and second. The Barbirolli is sonically excellent as well. If you cannot find any of the above, Greg has suggested, I'd go and hunt for the Bernsteins. Forget Mahler on CD. It just does not come across in this format.
Cheers,