Sometimes the mainstream record labels get it right, in this case another winner from Warner Classics:
The New Gustav Leonhard Edition. It contains his complete recordings from the Das Alte Werk label on 35 compact discs. Some of the albums in this set haven't been available since the 1970s making it a "must have" for those with deep appreciation for music of the Baroque era. Quite reasonably priced, too, as I found it on amazon for just 89 bucks (less than three dollars per disc). Although the Brandenburg Concertos aren't inlcluded (he recorded them on another label), this set is the most comprehensive retrospective available.
J.S. Bach, Biber, Hasse, Schutz, Purcell, Couperin, Poglietti Grigny, Rameau, Handel, Monteverdi, Lawes, Byrd, Dowland, and C.P.E. Bach, just to name a few, are given the most lively interpretations by Leonhardt in this set.
Warner Classics also recently released the complete studio recordings of Wilhelm Furtwangler which I do not recommend as some discs are tainted with the violin of Yehudi Menuhin among others.