I have Helene Grimaud for Op. 33, and François Joel Thiollier for Op 33 and Op 39. Unfortunately, I don't like either pianist too much. Ashkenazy's preludes are actually quite good (I'm not a great fan of him, usually), and I imagine his etudes would be similarly of high quality.
Kissin didn't record all of them, but what he recorded is not particularly worthy of note. To me his etudes seem lightly brushed, if that makes any sense. He doesn't seem to make any strong statement with any of them.