You're looking for a set of all of them?
Sviatoslav Richter and Claudio Arrau are often my favorites in individual sonatas; they're very individual and extremely powerful Schubertians (as is Rudolf Serkin!). I guess as a set it would have to be Wilhelm Kempff, though I'd much rather have the repeats (yes even in Schubert). I have access to Friedrich Wührer's lp set, but have not listened to one of them yet.
I'm listening to Eduard Erdmann play the 960 right now, and it is quick, crisp, straight, and serious...but why do I mention this?
I don't think I'm prepared to answer.