I’m not sure on whether it is available in the States but Warner classics have issued a boxed set of historic Sibelius recordings at about £15. The recordings may not be hi fi but they are perfectly listenable to, after all they were originally recorded by HMV in the thirties and presumably Warner as successor company owns the original masters. As well as the 7 symphonies there is the Violin concerto with Heifetz and Beecham and a lot of orchestral pieces, string quartet and songs. And Kajanus is magnificent.
I have the same problem with the BPO cycle that I had with Rattle's earlier cycle. It just doesn't wholly connect with me yet it has its moments . Its not bad (far from it) but it occasionallyhhas an unnatural feel and is just too deliberate. Its as if every symphony has been carefully mapped out and he's sticking to the plan rigidly. It works well in some of the later ones but not always in the earlier ones.
If you want to buy the Vanska cycle on BIS, just remember you can get it as part of the 15 CD Essential Sibelius box. So you can pay 40 bucks for 4 CDs or get 15 for another 20 dollars.
“Music makes you feel feelings. Words make you think thoughts. But a song can make you feel a thought.”
- Yip Harburg