If one were to pick up just one version:
which is the same as:
I don't know of others who can relate this piece to Mahler's later work anywhere near as well as Boulez, which connection I think you said was of interest to you. What's surprising about that is that this was the first complete recording of it, too, IIRC (from 1969/70).
And the orchestral execution, if not of course quite as refined as in Boulez' later symphony cycle, is so precise you won't miss a note even without the score. That, and the amazing sure and sharp hand he has with tempi and transitions in late Romantic works more generally, really brings vivid results with the early Mahler, I think, just as with early Schoenberg (I'm thinking first and foremost of Boulez' gripping recording of the "Gurrelieder"). And the sound is surprisingly good: where things like the string sound are not equal to today's best, spatial imaging may still be better than in most. Not an inconsequential detail in Mahler at all, in fact.
Details & reviews at
http://www.amazon.com/Mahler-Das-Klagende-Lied/dp/B000002704/ref=sr_1_1?ie=UTF8&s=music&qid=1219265622&sr=8-1 although you might find it cheaper in one of the Euro Amazons (.co.uk, .de, .fr) or on Ebay right now. (I agree with the Amazon.com reviewer: this is among Boulez' best Mahler, along with the M2, M3, M9, and, especially, "Das Lied").
-PT