The best thing to do to improve the quality of the recorded sound is to use equipment and techniques that are appropriate for the music being recorded. It is far easier to spend a bit of time searching for the right mic and using appropriate mic placement, then it is to continually try to correct for inadequacies in the recorded sound after the fact.
If all you did was a straight capture of the sound and a direct output to mp3, CD, or DVD video, it really doesn't matter what software you use. If you set up the same gear with the same mic positions and the same sample/bit rate, and recorded in Audacity, Sonar, Cubase, Protools, Ardour or what have you, the music would not sound any different from one program to the next. Where the software comes in is with editing, tweaking the sound and post production. It is the options in workflow and post where these programs differ.
Audacity should offer most if not all of the things you need. What you may be interested in for a recording such as the Scriabin Etude you mention are: making snips (cutting out silence at the beginning and end), splicing (for patching together multiple takes), and perhaps a bit of convolution reverb (when you may be recording in unfavorable acoustic environments, such as a living room). Audacity should do all of this. If you are doing demo CD's for auditions or competitions they prefer single-take unedited recordings, so you won't even go that far with post.
I've heard good things about the Shure KSM 141. They are a dual-pattern cardioid and omni. Haven't personally tested them though.