I love the harpsichord because it sounds so perfectly Baroque. And if anyone says classical music is boring, play some Scarlatti. I have some stuff by him and it is down right frenzied.
I think I've officially hit my stride with classical. The key for me was to finally concentrate on a few works and listen to them over and over (for me it was my CDs of Haydn and Schumann). I went to the symphony a few months ago because they were playing a Haydn symphony I was familiar with (104 I believe), and I became entranced. I was familiar with it, so I was anticipating it, and the experience was like listening to living sonic architecture if that makes sense any sense. It was almost surreal, being there in a live music setting, I literally ended up in a trance, almost overwhelmed (not with emotion, in fact the whole experience was quite emotionless). Classical music is magic. The key for me was to listen to what I own over and over and branch out slowly. Based on my own experience I would recommend Haydn symphonies 101 and 104, for beginners, if Beethoven is too much for you at first. 24 Caprices was a big part of my initiation also.