I was in an orchestra for 4 years, 2nd horn, tough to pick a favorite. I don't like string chamber ensemble music. Just the way it's written is anticlimactic. I have to separate my favorites by generation.
You want some powerful modern classical? Listen to these:
Symphony no. 10 mvt #2 by Dmitri Shostakovich. This just makes me want to cockpunch someone, seriously. This was "get crunk music" before crunk existed.
The Pines of Rome by Ottorino Respighi. The brass in the 4th movement is unbelievable, and the fact that he wrote it for extra brass to be in the balcony to be one of the first true "surround sound" experiences.
Medea's Dance of Vengeance by Samuel Barber. This is one of the most pissed off pieces of music you will ever hear, but so powerful.
The Planets Suite by Gustav Holst. One for each (except Pluto!). Mars and Jupiter have reached pops-level status, but all are worth a listen. Mars has that pulsating 5/4 tempo, warlike feel, in drastic contrast to Jupiter's happy themes and beautiful chorale.
As for the Romantic era..
Symphony no. 5 by Tchaikovsky. Did you know he used this symphony to come out of the closet? Yeah, using music to admit you're gay. I'm biased though, it has one of the best horn solos of all time in a major piece, and it's like an emotional rollercoaster for 50 minutes. Glenn Miller of the big band era used the melody of the horn solo in one of his jazzy pieces, as well. I performed this symphony this past April.
Requiem Mass by Giuseppe Verdi. Oh God yes. Listen to this on full blast on some good speakers. This is how I want my funeral to be. This piece was actually written for the funeral of Gioacchino Rossini, the man who composed the William Tell Overture.