Just read through this whole thread looking to see if anyone had praised the "Capriccio burlesco," a short 7 minute piece which I stumbled on the other day and found absolutely terrific. Would make a good concert opener, or maybe an opener to the second half - it's short, punchy, has lots of big brass, and is a lot like the sound-world of the First Symphony, to the point where it seems like it could have been a substitute for that symphony's scherzo.
To me the first movement is as good as anything any Brit ever wrote and the fourth movement is a let down.
I judge recordings of Walton 1 on just two criteria: excitement, and whether the finale sounds like it belongs or not. The very best performances convince me that the finale fits and succeeds, but it does take a lot of interpretive work to get to that point. The real problem with the symphony, I think, is that even if you get the finale to work convincingly, the slow movement just is not that special. All the fun stuff is loud and fast.