Best set, that I would recommend:

Jochum (DG), collector's edition (1-9). A classic set in fine sound.

If you want the OO and O as well:

Skrowaczewski (Oehms), 00-9. Review:
http://www.musicweb-international.com/classrev/2004/Jan04/Bruckner_%20Skrowaczewski.htm

Best
Johan