I'm not sure I'm the best to answer that. I have a complete set by Sir George Solti and the Chicago Symphony, which I like very much. My introduction to his music was the Symphony #2 by Leonard Bernstein and the New York Philharmonic, which I still have on vinyl, I also have the first and ninth by Leonard Bernstein and the NYO.
You can find a complete set by 'Lenny', with the song cycles, but it'll run about $70. Well worth the money, IMHO, but probably out of a lot of peoples price range. (I'd have to buy the wife something very
nice after spending that much on more classical CD's)
I have complete set on vinyl, I don't recall the conductor. It is a passable set, except for the eighth, which sounds like it may have been recorded by Edison himself. The second and ninth were excellent recordings, the rest were less so. I think they were probably recorded at different studios and perhaps even in different decades. But for a poor boy who couldn't afford much esle, it was the only way to get all 9+ (It included Das Lied van der Erde
as symphony #10).
I believe someone has said before on this forum, if you go with Bernstein, you can't go wrong!