Koriolov's Art of Fugue is a tough act to beat. One of the very best recordings ever made, of every kind.
For Harpsichord, i like Gilbert, who seems to really excel when playing Bach (not a big fan of everything else he has done), and for Organ, Walcha.
I also have a cool string quartet version by Keller, an orchestral version by Hermann Scherchen and one by Canadian Brass. As soon as i can get some extra cash together i also plan on buying the Savall, which is long over-due for me.
As you can see, lot's of excellent choices for this work...