In addition to those violin concertos, might I also recommend the following for violin lovers:
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http://www.amazon.com/exec/obidos/tg/de...-5671942?v=glance&s=classical&n=507846
1. Zigeunerweisen, for violin & piano (or orchestra) ("Gypsy Airs"), Op. 20
Composed by Pablo de Sarasate
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
2. Légende in G minor for violin & orchestra, Op. 17
Composed by Henryk Wieniawski
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
3. Sonata for violin & continuo in G minor, Op 1/6 "The Devil's Trill"
Composed by Giuseppe Tartini
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
4. Tzigane, rhapsodie de concert for violin & piano (or orchestra)
Composed by Maurice Ravel
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
5. Thais, opera Méditation
Composed by Jules Massenet
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
6. Concert Fantasy on themes from Bizet's "Carmen," for violin & orchestra (or piano), Op 25
Composed by Pablo de Sarasate
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
7. Berceuse, for violin & piano (or orchestra) in D Major, Op. 16
Composed by Gabriel Faure
Performed by Vienna Philharmonic Orchestra with Anne-Sophie Mutter
Conducted by James Levine
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It's a great CD. Other good violin concertos are the Barber (Hilary Hahn), Elgar (also Hahn), and the Saint-Saëns. I've also heard good things about the Lalo but don't have a particular recording to recommend.
BTW, there is also a video of Mutter playing the Beethoven with Karajan, which is excellent, and one of Vengerov playing the Sibelius. I heard a great recording of Gil Shaham playing the Brahms on the radio the other day, something else to look into.
You should also list good piano concertos as well, e.g. Brahms, Tchaikovsky, etc.
You also left out Bach's Sonatas/Partitas! Namely the Chaconne! Definitely get a recording of that on violin (again, Hahn has a good one, but there are many, many others) and on guitar.