Brahms is right up there amongst my favourites.
The Carlos Kleiber 4th was what first got me into Brahms's works and it's still one of my favourites among all symphonies. I've been getting to know the other ones a bit better recently (Walter, both NYPO and ColSO).
I also love the D minor piano concerto. In fact, this work was what got me interested in the genre itself. Fleisher/Szell was my first recording and I still like this very much, but for a more expansive reading, I go to Arrau/Giulini. The B flat concerto took a while longer but I'm really enjoying it as well these days. Here, it's Richter/Leinsdorf all the way. Amazing performance from Richter.
Solo piano: I don't have many recordings to compare with, but Lupu in the Intermezzi, Michelangeli's Ballades. Also Fleisher's Handel Variations. Again, these took some time for me to get into.
Chamber: as far as I remember, I think Brahms's various trios were the first chamber works aside from string quartets that I started listening to. The horn trio was a revelation - I never realised what a beautiful sound the horn could be until then.