The recording of Britten's violin concerto is a personal favourite. The above is intended as an inexpensive starter list - there are finer versions of many of the works listed, please consult The Penguin or Gramophone Guide for details. Not cheap, but thorough - always a good selection of sale CDs in their shop. HMV, Oxford Street.
Frequent sales bring the cost of selected CDs down below most competitors.
Mail order service. Stall under Westway. Amazon has better mailing, Tower bigger stocks.