I just have to chime in-- picking up the Naxos set of Symphonies is a good idea. I didn't have the $$ to pursue the rest, but this was a strong cycle.
One thing about Arnold's symphonies-- you have to get ready for the sudden mood swings. He's not one to endlessly develop a theme.
His writing for brass is excellent-- his orchestration grabs you very quickly.
I'd rank 5 as my very favorite-- it's the one that is the most structurally satisfying, and ending is haunting. Symphony 7 mines some dark terrain, and has a lot of really violent juxtapositions, but it's not wallowing in self pity. Easily my second favorite, and one that keeps pulling me back. 6 is a fun one- the jazzy interlude has very sinister undertone. 2 and 4 are solid. 1 and 3 I'll need to spend more time with.
I'll need to listen to 8 again-- it's a bit knotty, but didn't have the "in your face" quality that the 7th did.
I must admit I haven't yet opened to 9-- it is much more subdued, and elegaic, but I plan to give it more listenings.
I've not regretted a single purchase-- particularly at the Naxos prices!
If you have succumbed to the madness of collecting symphonic cycles by British 20th century composers, Arnold certainly belongs up there with Alwyn, Rubbra, and Bax!