This is an important aspect of classical music (like any other music) that's easily missed. Even the finest recordings don't capture anything like the feelings of experiencing a live performance up close. The acoustics, the sense of space, the tension and urgency of mistakes and recoveries (which are barely tolerated in modern professional recordings, as lovely and "perfect" as they try to be).
If you have a chance to get to the symphony, or a string quartet recital, or a polyphonic vocal ensemble in a cathedral, take the opportunity! I guarantee it sounds different, often more vibrant, more real. (Not that this stops me from collecting tons of recordings, which are great too, just a different beast.)
critics argue about his mahler 9th; i think it's amazing
they don't argue about his bruckner 8th and 9th; among his last gigs
and then there's stuff like strauss where he was unparalleled
Personally, for me all Beethoven symphonies >= 4 are a treat. If you ever get the chance to see one live, go. It's overwhelming.
Youtube can be helpful when it comes to interpretations. With some luck, there's going to be music geeks recommending other versions, so you can click around and find one you prefer.