Go Sibelius!
Anyway, nice to see someone else who likes him as well. Here are my recommendations.
Symphonies: If you like the really emotional, long romanticism, than I would recommend the Second Symphony in D or the glorious fifth symphony. If your more of the classical bent, then I would try the third symphony. Its written in a very reserved, classical way that still sounds just like Sibelius. If you like more modern fare, try the dark fourth. Its a very hypnotic peice that sounds like the northern taiga.
Sym. 6+7 are much different, as no. 6 is airy and graceful, and the seventh is the culmanation of Sibelius's "total thematic unity." Its a very awe inspiring peice.
As for tone poems, En Saga is a very early work, but has some charm. Poholja's (not spelled right) daughter is a long, rambling, but fairly cool work that sounds a bit like Strauss (Richard). The Swan of Tuonela, however, is perhaps the most famous. Its pretty much a one movement concerto for the english horn. Its a very somber, sad, depressing peice. The oceanides is a very, very impressionistic peice that sounds just like it sounds. An his peice of "hackwork", Valse triste, is a nice peice of fluff with a good, strong melody that is great for background music. And the tapiola, his last work, is a incredibly hypnotic, otherworldly, tautly constructed tone poem that just seems to belong to another time. And Finlandia is, well, just look it up. You'll see.
In summary, try the Second Symphony (perferably the version by Berglund), the fifth symphony, swan of Tuonela, Finlandia, Oceanides, and either the sixth symphony or his fourth. I hope you enjoy, and that I answered your question without rambling too much.
In summarization
Topic: Sibelius