There is a superb discussion of different versions here, and I tend to agree with the author's conlusions:
That was an interesting article. I haven't heard all the versions, but I would rate Kalish and Mandel higher than he did. Kalish brings a special warmth and a type of intimacy that helped sell me on the Concord years ago, and that recording has held up for me ever since. Kalish is also the one that never seems to go out of print; it's a short CD, with no pairing, but it's midpriced and the sound is just fine.
Mandel isn't as warm, but through repeated listenings I've heard a lot of subtleties and gotten more of a sense of many of the myriad things Ives was throwing at us, so I can't agree that Mandel lacks insight. I wouldn't want to be without it, and I agree with the MusicWeb reviewer that the rest of it -- three well-packed CDs worth -- is just great. It's OOP and available only as a download on eMusic, but the sound quality was kind of cold and plinky to begin with, so the conversion to .mp3 shouldn't hurt much.
Gottlieb and Lubimov are both well worth hearing.
I really didn't relate that well to Coleman's approach (though I've only played that one 3 or 4 times and it deserves another few) or Trythall, who I find to be hesitant and unpoetic here (though I've liked him in other repertoire, including his own compositions). Easley Blackwood is a virtuoso and the Centaur recording is sonically luxurious, but I still don't like it. He missed the humor, or the soul, or something.
There's a recording by Manfred Reinelt that's been on BRO for about a million years. Mono, scratchy in places, and an erratic performance in patches (the 4th movement wanders all over the place without getting there), but highly recommended anyway for the most hallucinatory, edge-of-sanity 2nd movement I've ever heard.
I don't need 60 versions of anything else
; the Concord Sonata is really the only piece of music that compels me to collect as many versions as I can get my grubby paws on.