For the Symphonies I would agree with above in that the Karajan 1963 is a very rounded set and so is the Wand (with slightly better sound). Both are excellent without being idiosyncratic which is probably what you want for your first set. (David Zinman is also a good bet with excellent sound and he has a more modern approach without being a period instrument set. Also consider Menuhin as both he and Zinman are available for very little at the moment.)
For the Concertos I would put the Perahia/Haitink set at the top of my list as it is one of the most beautiful and consistent. The Kempff/Leitner set is excellent, very poetic, but has slightly older (but acceptable) sound quality. (I also think the 5th from that set is the greatest of all time.) I hear good things about Aimard/Harnoncourt but have not heard that set yet.
There is a set with all symphonies and concertos with Barenboim and Klemperer and I have heard ok reviews but nothing excellent.