Two pieces I've had magical experiences seeing performed in person are Sibelius's Violin Concerto and Rachmaninoff's Piano Concerto II. The Sibelius I saw while sitting in on a rehearsal of the Cleveland Orchestra, so all the musicians were in jeans and I was one of 2-3 people in the audience; the Rachmaninoff I saw from the front row and I probably would have married the pianist afterward if she asked.
For pieces I've played: Mendelssohn's Hebrides Overture, Holst's The Planets, Holst's St. Paul's Suite. To be biased toward my instrument, I love Ernest Bloch's Meditation for Viola. (Technically it's a Meditation and Processional, but I like the Meditation better.) I'll probably keep thinking of more.
I also love all your choices,
@simonsez. I'll add that if anyone appreciates Beethoven's 5th symphony but has only ever heard the first movement (or just the introduction to the first movement!), the remaining movements are excellent - I'm partial to the 2nd and 3rd.