I love all of Rachmaninoff's concertos, though I'd say that the first is inferior to the other three (though I still love it). Generally, I listen to the third concerto. The second concerto is beautiful, but if I listen to it consecutively for a week or two, it gets tiring. I rarely listen to the 4th concerto, but there are certain times when there's nothing else I could listen to. On those days, it's my favorite by a longshot. However, I've got to be in the mood for it.
Other favorites of mine are Bramhs 2, Bach's D minor, Beethoven 1 and 4, Beach, the second movement of the Barber (I really dislike the other two movements), Saint Saens 3... the list goes on. I don't know Henselt well enough, but from the two times I've heard it, I did enjoy the piece quite a bit.