Hello Ethan, as you've surmised there is no perfect set. Even the very good ones have at least one dud symphony. A lot, too, depends on how you want your symphonies played.
You are going to get many recommendations in this thread from some very knowledgable people. So what do I want a Beethove symphony to sound like. Three things are important to me - rhythmic tautness, a goods sense of speed for the particular work and the ability to channel Beethoven on an emotional level.
Fritz Reiner has all three but his Eroica is not up to scratch. Also it's not a box set.
Toscanini has to be considered and I'd go for the remastered version. Th s is the one I would choose but there are others. The Pastoral is a definite let down and there is a better Eroica by him elsewhere.

I really like the Rene Leibowitz recordings but the the bass he used for the last movt of the 9th is poor. You'd have to buy the symphonies separately (they're usually paired).
Three more choices

and

The two I return to the most are the previously mentioned Reiner and close to my top recommendation is this:

You are going to get many more thoughts from others. Ifyou have Spotify you can check them out.
Good luck