I don't have many recordings of Beethoven's sonatas. I can remember my impression of the following pianists:
1. Horowitz. 2. Rubinstein. 3. Richter. 4. Ashkenazy.
I suggest avoiding Ashkenazy's Beethoven, because to me it's vastly inferior to Rubinstein and Richter. Horowitz' Beethoven is OK, but either I need to listen to it more (I only heard it once or twice) or it's not Horowitz's best repetoire.
You can't go wrong with Rubinstein or Richter, although the recording of Op. 111 with Richter live I have is sub-par. His Appassionata is superb, though. It was his favorite of the Beethoven sonatas. (Scriabin's favorite was the Tempest... by the way.)