There is a recent thread on favorite Mahler cycles/sets. You may want to look there for some opinions. As for Sibelius, I own the cycles by Bernstein/NYPO, Segerstam/Helsinki, Davis/Boston, Ashkenazy, Sanderling, and I'm sure a couple of others (my memory is not what it used to be). I would highly recommend the Lennie and Segerstam cycles. Please note that I am not yet a fan of S3, S4, or S5. I haven't made much effort on them yet, but tomorrow is another day.
Besides the Brillliant boxes listed in the last post (especially a Shosty cycle by Barshai, and a Beethoven by Blomstedt), you may want to look at BMG music club. I have purchased several sets cheap -- Beethoven/Szell, Beethoven/Lennie/DG, Mozart Piano Ctos/Uchida. They also have the Chailly Mahler box. When they run the right special, I would be able to buy the Chailly box for $39 with no shipping/handling charge (of course, I already own it though).
I don't listen to enough Schubert to make a real recommendation. I own two sets by Harnoncourt and Blomstedt that I like. And eventhough I love Mahler, I have yet to get into Bruckner. I have lots of Brahms and Dvorak symphony sets if you are interested in them, and many dozens of piano concerto sets from Brahms, Beethoven, and Rachmaninov.