I'd be surprised if nobody mentioned this one... but my all-time favorite piano recording is Alicia De Larrocha's fantastic reading of the Albéniz Iberia suite. Truly a landmark in piano recordings.
Along with that, it's obviously impossible not to like Rubenstein's Chopin, Fleisher's Brahms and Beethoven (the concerti, that is), and Horowitz's Scarlatti. In addition, there's a great young pianist named Gabriela Montero who improvises on Baroque pieces, mostly by Bach. She's very talented and quite worth checking out.
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