Please understand that I could easily choose many, many, MANY alternatives to what I'm listing here. In no way is this set in stone. 
No 1 –  Kobayashi/Czech Phil./Canyon
           (dvd) - Fabio Luisi/Dresden Staatskapelle/Euroarts
No 2 –  Ivan Fischer/BFO/Channel Classics
           (dvd) - Boulez/Staatskapelle Berlin 
No 3 –  Ashkenazy/DSO Berlin/Decca;  Kobayashi/Czech Phil./Canyon
No 4 –  I. Fischer/BFO/Channel Classics;  M. Stenz/Gurzenich Orch./Oehms
No 5 –  Karajan/BPO/DG;  Stenz/Melbourne S.O./ABC Classics
No 6 –  J-P. Saraste/Oslo Phil./Simax
           special mention to D. Zinman's "Going Against Fate" DVD
No 7 – Noseda/BBC Phil./BBC Magazine; Barenboim/Staatskapelle Berlin/Warner; Macal/Czech Phil./Exton
No 8 –  Colin Davis/Bav. R.S.O./RCA;  Zinman/Tonhalle Zurich/RCA; Bertini/Cologne RSO/EMI
           (dvd) - Bernstein/VPO/DG (at the Wiener Konzerthaus)
No 9 –  (1 disc) Gilbert/Royal Stockholm Phil./BIS; (2 disc) Karajan/BPO/'79 studio recording (I now agree with John Kim on this)
No 10 – (Cooke 1) Ormanday/Philly/Columbia
            (Cooke 3) Noseda/BBC Phil./Chandos
            (suped-up Cooke version) K. Sanderling/DSO Berlin/some Japanese label
            (Carpenter) both Litton and Zinman are very good, and in different ways
            (Samale/Mazzuca) Sieghart/Arnhem Phil./Exton
            (Mazzetti, first version)  Slatkin/SLSO/RCA 
            I don't care for either the Wheeler or Barshai versions. 
DLvdE - there are many, MANY really good ones - most of them from earlier times. I guess if I had to choose just one at gun-point,
            I guess it would be the M. De Young/Eji Oue/Minnesota S.O. one on Reference Recordings. I don't care for versions that
            employ a baritone instead of a mezzo or contralto.
DKW - Stenz/Gurzenich Orch./Oehms
DKL - (revised version) MTT/SFSO/RCA
        (first version) Nagano/Halle Orch./Erato
KTL/5RL/LEFG - there are tons of these that I like. A fun one is the one that Boulez/VPO/DG did with 3 different singers. There are plenty of crappy ones too, especially for the Kindertotenlieder. In the Funf Ruckert Lieder, the climax to "Um Mitternacht" often times misfires as well (it's a strange climax). 
Good composer; I rather like Mahler.