I would suggest getting hold of the Brandenburg Concertos next - there are 6 of 'em, each for a different instrumental ensemble, and they fit conveniently on 2 CDs.
Thirded. Bigdukesix, you should also try the violin concerti - BWV 1041-43 and those for multiple instruments (harpsichord, flute and violin; violin and oboe). The one for three violins, 1060, is such a delight to listen to that it never fails to make me smile with warms feelings inside.
In fact, much of the Bach's music in this genre is thought to have been written with the violin in mind originally. Even though in some cases we now have only the scores for those written for the harpsichord, some musicians have attempted at reconstructing the originals. (You can consult this list
for more information on each work.)
Bach's model for these works were from Italy: the concerti by Vivaldi (too many to list, but perhaps you have heard (of) 'The Four Seasons'?).
Then there are the concerti grossi by composers like Handel and Corelli which may appeal to you.