I own about a dozen complete cycles of Sibelius symphonies, and I can say that a few of the mentioned recordings are among my favourites as well.
- Sir Colin Davis' Philips complete cycle from the '70s with the BSO, definitely one of the best
- But his later '90s recording with the LSO for BMG is definitely a keeper as well (I do not know the third cycle, with the LSO on LSO live)
- Grab what you can find of Karajan. He did not record a complete cycle for EMI, nor did he for DGG. But his performances of the later symphonies are at the highest level. For this reason this is the only conductor I mention with no complete cycles.
- Maazel with the Vienna Philharmonic may not always sound "scandinavian" (whatever this means) but the formal balance is astounding (the 5th and 7th are nothing short of spectacular from this point of view), which is the merit of the conductor, and the playing is just perfect. It probably fights with the earlier Davis for the spot of the best Sibelius cycle on record.
- Ashkenazy indeed gets a honourable mention. Deep understanding of the Sibelius musical composition process is clearly shown, with a lot of energy in the delivery of the interpretation, and good playing from the PO and good sound. But it is not in the Davis/Maazel/Karajan league
- Saraste on FINLANDIA is a gem from the point of view of freshness and idiomaticity of the performances, as well as for the sound, with one exception, the fifth is strangely quite lame. I do not know what happened during the recording of the fifth, Saraste just sounds like he was under Valium.
- Paavo Berglund: his earlier cycle with the Bournemouth and Helsinki orchestras or the later FINLANDIA recording with the COE? My preference goes to the latter, but you are not wrong with either.
- Bernstein is a curiosity. A lively and interesting one. It may be someone's favourite cycle, but it cannot be the first one to start with.
Gramophone puts the Ashkenazy and Rattle (rattle) cycles on top. I strongly disagree. The Ashkenazy is indeed very good, but Rattle just does not understand Sibelius (gosh I am on a british forum, I will be toasted) and the performances are sometimes a bit embarrassing (like Muti's Skriabin). Really, sometimes it sounds like "My g-d, I have to play this stuff because I am in the UK and they love Sibelius so much, but I cannot stand it, so let us wave the baton and get over with it."
I am prepared to die.
hope this helps
Roberto
Disclaimer: I have admiration for Sir Simon Rattle. He is a fantastic orchestra coach, one of the best, and a good conductor that has fought some great causes, like for the music of the 20th century in general. He stood for the completion of Mahler's Tenth and gave us some of the best Mahler recordings available (like his legendary 2nd) and also supported the project completion of the finale of Bruckner's Ninth (I have both his recording and the score!). My problem is with his Sibelius.