I'm a huge Bruckner fan, but he might be a little deep for someone who is just beginning to explore classical. Even so, I'd recommend his 4th or 9th symphony. He, more than most other composers, is very open to interpretation, so the quality of the piece really depends on the conductor. You usually can't go wrong with Wand, Mehta, Dohnanyi, Welser-Most, or a few others. Cleveland, Berlin, and Vienna always do good Bruckner recordings. The symphonies themselves are long, winding, kind of ADD, but you always receive the award of a ridiculously good ending (Coda of Finale of 4th is probably the most epic ending ever written and the coda of the Adagio of the 9th is the most beautiful, and if you like metal, check out the coda of the first movement of the 9th and tell me that isn't heavy, angry and sophisticated all at once. BTW, the codas themselves are around 4 minutes long each). Sorry, I could ramble about Bruckner forever, so I'll just stop now and move along...
I'd definitely recommend Mussorgsky's Pictures at an Exhibition (Ravel's arrangement), especially by Chicago because their brass section has always been
. You definitely can't go wrong with The Planets by Holst; Mars is the precursor to progressive metal (seriously!) inasmuch as Symphony X stole that 5/4 rhythm in "The Divine Wings of Tragedy" (timestamp 1:42) It's also ridiculous heavy. Venus is one of my favorite parts, it's eerily ethereal, creepy, and mysterious. It was one of the first compositions to use a fade-out ending.
If you want more accessible music (accessible music on a Dream Theater forum?!), go with Beethoven (3, 5, 7, or 9) Mozart, JS Bach, or Handel. Some of their music is ridiculously clever, music theory-wise.