For the preludes, there are a few recordings I keep. Claudio Arrau's live 1960 recording from Prague (on APR) is phenomenal. A totally different pianist from his later recordings. I also like Bolet's Carnegie Hall recording and Moravec's Supraphon recording.
For the etudes, as a complete set, Ashkenazy's Melodiya recording combines utter technical mastery and sensitivity to mesmerising and inimitable effect. It's considerably preferable to his Decca remake IMO. For the op. 25 etudes no one has equalled Sokolov. Cziffra is fun once in a while but too outlandish for consideration.
Ballades, I like Francois and Cortot. Ballade nr. 4 is best played by Ignace Tiegerman IMO, a very obscure pianist who has an invaluable 2 CD set on Arbiter. He's the only one I've heard, aside perhaps from Moravec, who has played the opening 4-note motif so well (hi Claudio. Why did you mention Barere? He is best with Liszt, no?)
The 3rd sonata, I like Bolet (on Marston, live from '85). Lipatti has never appealed to me here. The 2nd sonata has a great performance by Rachmaninoff and Gavrilov (the Gavrilov is live on K&K, with a finale which breezes by in 60 seconds).
Mazurkas - Rubinstein, Sofronitsky and Sokolov.
Barcarolle - Sofronitsky, totally unique. Tiegerman too.
Scherzi - Pogorelich, Bolet and Sofronitsky (1 and 2).
Nocturnes - Arrau