I can't comment on vinyl, as I haven't purchased much vinyl in the last few decades.
Again, I would urge you not to overlook the song cycles, particularly the "Des Knaben Wunderhorn". It serves as a thematic nursery for Mahler's earlier symphonies. The Ruckert Lieder and "Kindertotenlieder" are somewhat thematic nurseries for Mahler's middle group of symphonies. In his late period, Mahler simply creates a hybrid between symphonic and song cycle structures with "Das Lied von der Erde" - perhaps his single greatest contribution to the history of music (although, the 8th seems to be catching on more and more, and is a hybrid between symphony and oratorio structures).
M1 - I like the Zinman on RCA. It reminds me a bit of the old Kubelik, and comes with a flowing performance of "Blumine" as an addendum. I'm also very much looking forward to the DVD of Fabio Luisi/Staatskapelle Dresden doing M1, which comes out June 30th.
M2 - We've already discussed the Ivan Fischer one on Channel Classics. I also like the Euroarts (Medici Arts?) DVD with Boulez conducting the Staatskapelle Berlin. Klemperer is well worth hearing in M2. Even though it wasn't issued as an sacd/cd hybrid, I do like the recent Eschenbach/Philly one (Ondine). Philly just plays fabulously on it.
M3 - I would get the Chailly/Concertgebouw one on the sacd/cd hybrid. I contains all the weight and power that the 3rd should have, but without dragging its feet along the way. There are so many that simply lose momentum in the latter movements. The DVD with Abbado/Lucern Fest. Orch. is also outstanding. The Boulez/VPO sacd/cd hybrid is quite good also.
M4 - The new Fischer M4 is great. Miah Persson is excellent. But so is Kaune on the Zdenek Macal/Czech Phil. M4 from Exton. If money is no object for you, I strongly recommend the Macal. But the Fischer is plenty good as well.
M5 - Again, if money is no object, I guess I would go with the Marcus Stenz M5 on ABC Classics. You get that from Buywell in Austrailia (or is it New Zealand?). Anyway, they're easy to find on-line. I really love the Karajan 5th as well, but be sure to get it on the DG Originals remastering. The old Barbirolli is certainly worth hearing. Chailly/Concertgebouw are real solid in the 5th as well.
M6 - We've already discussed the Zinman. I would urge you to consider getting the companion DVD, "Going Against Fate". That set comes with a "redbook" disc of the complete recording (in other words, sans SACD layer). There's a decent M6 dvd with Abbado/L.F.O. on Medici Arts as well. Boulez/VPO on DG is highly recommendable too. If you happen to stumble upon the T. Sandeling/St. Petersburg Phil. one, grab it! It has become almost impossible to find (RS label). Eschenbach/Philly is another stunning sacd/cd hybrid. It's the only performance with a dragged-out Andante movement that I can stand listening to. Again, Philly just plays the pants off of the piece.
M7 - I like the Barenboim/Staatskapelle Berlin one on Warner Classics. But again, if money ain't no object, you may want to consider Macal/Czech Phil. on Exton. The 7th was premiered in Prague, and the CPO sound completely at home with this work.
M8 - wait for the MTT/SFSO one. That's a work that MTT has done numerous times, and does very well. Unless he dragged tempi too much this last time around, it should be quite a show. He even took it on-the-road to Lucerne a couple of summers ago. Otherwise, try getting the Rattle one on the DVD-A disc (actually, it's a plain DVD w/o the video component). Don't bother with the plain "redbook" disc of the Rattle. If you were to pick up the Bertini box, the 8th would be one of the highlights of that set (along with the "DLvdE" with Ben Heppner/Marjana Lipovsek). If you want to hear an "event" from St. Paul's Cathedral, check out the Gergiev M8 that LSO Live just issued. Our moderator really loves it in SACD.
M9 - Karajan, of course (Karajan Gold). Also get the sacd/cd hybrid of Chailly/Conertgebouw on Decca. Perhaps my personal favorite is the decadent sounding - partly because of the rich, "chocolaty" sound of the Staatskapelle Dresden - Sinopoli one on Profil. For a single disc, I really like the Barenboim on Warner.
Das Lied - Michelle De Young/Eiji Oue/Minnesota S.O. on Reference Recordings - that one is really well sung, and the sonics are excellent. Also get the Philips "twofer" of Mahler song cycles that has the Janet Baker/James King/Haitink "DLvdE". It also comes with a really good Kindertotenlieder, sung by Herman Prey. The Ludwig/Wunderlich/Klemperer "Das Lied" on EMI is essential as well.
M10 (Cooke version) - as I mentioned, I personally like the Noseda one on Chandos best for Cooke. I'm not as wild about the Michael Gielen one as some folks are. But it does have its strong moments. I also like Ormandy/Philly (Sony), and the new DG one with Harding/Vienna Phil. If you go for the Rattle/Berlin one, try to find it on the DVD-Audio disc.
M10 (Carpenter version) - this is far more controversial, as Carpenter pushes Mahler's ouvre towards the more "expressionistic" sound world of Berg's "Three Pieces For Orch.", and "Wozzeck". I really like it, as it's much more filled-out sounding than Cooke. The Litton/Dallas S.O. recording on Delos is outstanding; fabulously played, and beautifully recorded. I like it so much that I own two copies (one as a spare back-up).