Wilde Jagd is a big step up from what you've played so far. Un Sospiro seems more reasonable, and if you do want to play one of the TEs, I'd recommend starting with Harmonies du soir.
5th HR really isn't all that difficult, plus it is a nice lyrical/dramatic piece.1, 2 and 6 require very solid technique and also a level of physical capacity.
Ok, so I think I’m going to pick the HR 5... Any tips to keep in mind while learning it? Any help would be much appreciated!Alex