I should start by telling you to avoid Gustavo Dudamel's Mahler recordings. They are not good, deviate from the score quite a bit, and he does strange things with the tempos. In general, some of the best Mahlerian conductors are Claudio Abbado, Michael Tilson Thomas, Pierre Boulez (with some exceptions,) Bernard Haitink, Jascha Horenstein, and Sir Simon Rattle.
The first symphony is quite good in any performance, really. Abbado and Bernstein are good bets.
The second symphony is best performed by Pierre Boulez, seconded by Simon Rattle with the Symphony of Birmingham orchestra.
The Third symphony... I will made the exception here of recommending Dudamel. He actually does a good third symphony. However, Abbado is equal if not superior.
The fourth symphony... the one I linked is one of the best. Abbado with the Berlin Philarmonic in general is good for Mahler, including this one, because he has Renee Fleming as a soloist.
The 5th... John Barbirolli with the New Philarmonia and Rafael Kubelik with the Bavarian symphony orchestra are excellent. A close second is Valeriy Gergiev with the World Orchestra for Peace (available on youtube.)
The 6th belongs firmly to Simon Rattle, though Abbado with the Berlin Philarmonic once again comes in a close second.
The 7th... this one's complex. Bernstein is excellent EXCEPT for his handling for the 3rd movement, which he takes far too slowly. Abbado makes a mess of the first and second movements, but does the best 3rd movement I've heard. Overall, you're best getting Michael Tilson Thomas' LSO recording.
The 8th. Horenstein. Period. Horenstein with the LSO, 1959, Albert Hall. Prepare to have your mind blasted into an alternate, wonderful dimension of beauty. But if you really, really don't want to get it (what's wrong with you?) good versions include Valeriy Gergiev at the Arena Zagreb and Simon Rattle with the National Youth Orchestra of Great Britain.
The 9th... this one's a special piece to me. Even though I avoid labels like favourite piece of music... this one would be an exception. I am VERY fond of Claudio Abbado with the Lucerne festival orchestra. Giulini with the Chicago Symphony Orchestra also does a marvelous rendition. Despite my high opinion of Horenstein, I don't like his performance of the 9th... also, Haitnik is worth consideration for the 9th.
The 10th is difficult to handle because of the different versions of it that exist. The best one I know of is Eugene Ormandy with the Philadelphia Orchestra performing the Cooke (I) version.