Work your way through a few Beethoven symphony cycles. I suggest starting at Weingartner and Furtwängler, then move on to some stereo recordings: Klemperer, Szell, Kletzski, Kubelik, and Böhm's early 70s recordings (not in a boxed set, unfortunately). Klemperer's is probably my favorite, and has fine sound quality, to boot.
Yes, it's a shitload of music, but finding what performance suits you best is so, so important. More recommendations:
Ludwig van Beethoven / Yefim Bronfman - Piano Concerto No. 5, "Emperor," Op. 73
Johann Sebastian Bach / Musica Antiqua Köln - The Art of Fugue, BWV 1080
Johann Sebastian Bach / András Schiff - The Well-Tempered Clavier, Book 1
Robert Schumann / Wilhelm Kempff - Klavierwerke
Johannes Brahms / Claudio Abbado - The Symphonies
Work through all of the great German composers, trying multiple performances of each work; they are of the essence. For more Russian (or Soviet, at least) composers, try Igor Stravinsky's Pétrouchka, Firebird Suite and Rite of Spring, Sergei Prokofiev's violin & piano concertos, and Alexander Scriabin's symphonies + later piano sonatas.
One modern recommendation: Olivier Messiaen's Complete Organ Works, recorded by Olivier Latry, on the amazing Cavaille-coll organ in Notre Dame.
EDIT: Regarding Pétrouchka: just get Maurizio Pollini's 1995 CD re-release from Deustche Grammophon, with pieces by Stravinsky, Prokofiev, Webern and Boulez, which includes three movements from Pétrouchka. It is widely regarded as a classic and one of the best packages of 20th century piano music, period.