I love almost everything that Shostakovich composed.
Besides his 15 symphonies,
15 quartets,
and 2 operas discussed elsewhere,
the treasure chest also contains other jewels and enjoyable trinkets.
(still under construction)
There are two groups, one serious ones (and sometimes not so serious ones, such as those based on comic characters from Dostoyevsky, but all initiated internally(?) instead by the party). The group include Execution of Stephen Razan, Michaelangelo Songs, and song for poems by Blok, Shakespeare, etc. Indeed they are great "symphonies" too. The second group may have a bit less a artistic origin than an external one, including pieces for celebration, propaganda, and purposes like that. Well, they are enjoyable music nevertheless. I particularly enjoyed listening to "the Song of the Forest".
Festival Overture is quite enjoyable too, and I have heard it played by several student orchestras -- great piece for budding musicians.
Several people also orchestrated Shostakovich's string quartets. However, I found them always losing something here or there of the original and prefer the original quartet much better.
There are some "Shostakovich plays Shostakovich" CDs other there, on Russian Revelation and EMI. Although not complete sets, they include some wonderful performances by the composer himself. Truly "must-have" for Shostakovich afficinados.
There are some small pieces for piano. They are quite enjoyable as well. But they usually come as fillers in other disks or as a collection of some theme CDs (like Russian piano pieces and the like).