Although I have generally reacted to Nielsen's symphonies and concertos
on a take it or leave it basis, I have recently been excited by some of
his other works: the Aladdin Suite, Maskarade, Saga-Dream, Helios Overture,
Pan and Syrinx and Rhapsodic Overture: A Fantasy Journey to the Faroes.
The recording I have is by Neeme Jarvi and the Gothenburg Symphony,
recorded by Deutsche Grammophon but currently available from the Musical
Heritage Society.  There is also a Naxos recording, by Niklas Willen
leading the South Jutland Symphony Orchestra which Scott Morrison
(among others) reviews enthusiastically for Amazon, at

   http://www.amazon.com/exec/obidos/ASIN/B000A17GDS/classicalnet/

Jim Tobin