The Tennstedt set is a bit variable IMO, though I haven't actually got it myself - more interesting than Maazel's but nowhere near as well played, and for me Solti is better than either (though a couple of symphonies fall a bit flat in his set, notably no. 9) but obviously a fair bit more expensive.
All of the symphonies are really very good indeed - 3 and 8 are arguably the weakest, but even then both contain lots of really good music (the last movement of 3 springs to mind). 3 is just a bit too long and sprawling for its own good, and some of it sounds a bit tacky to my ears (the sub-Hollywood bits in the first movement), and 8 is the massively extravagant 'Symphony of a Thousand', which is very difficult indeed to hold together live and is pretty much doomed to fall flat on CD (Solti makes a very good go at it).
9 is the all-round out-and-out masterpiece, standing pretty much at the absolute pinnacle of neurotically intense late-Romantic music. 2 is the taking-on-Beethoven-9th blockbuster and is the one that people tend to get properly addicted to IME (qv
Gilbert Kaplan, eccentric millionaire, who got obsessed by Mahler 2, bought the manuscript, then took lessons so he could read and conduct it, and hired an orchestra to play for him - now renowned world-wide as a top Mahler expert, but doesn't conduct anything else). 4 is the 'nice', classicalesque one with good manners and a beautiful if twee finale for sugary-sweet solo soprano; and 7 forms a sort of trio with 5 and 6 as the purely instrumental 'middle' symphonies, and is amazingly kaleidoscopic in terms of orchestration and mood (the Nachtmusik I movement may be familiar from Castrol's oil advertisements). These days there are various completions of 10 available as well, which is generally in the same vein as the 9th but perhaps not quite as inspired.
Plenty of great recordings around - Maazel and the Vienna Phil are cheap and extremely good in 1 and 4, though the rest are fairly variable. Solti's digital Chicago version of 2 is pretty thrilling, and Rattle's is superb too (sorry folks, but it is

) - and Kaplan's first recording of 2 is very special, though I haven't heard his recent DG remake I've linked to above. There's a classic George Szell version of number 4 which is sublime and also available cheaply. Karajan is superb in no. 9 (two versions available), and Solti's probably your man for no.8.