The Sibelius Violin Concerto is one of the most intense concertos ever written for the violin. I personally love how it wastes absolutely no time whatsoever getting down to business. The soloist is thrust into incredibly technical passages in the first two minutes of the piece! I'm not sure I've ever heard it performed better than by David Oistrakh. Some consider Oistrakh to be the greatest violinist of all time and I don't see how you could have that conversation and not at the very least include him in it. His playing speaks for itself.
This is a studio recording from 1959 with Eugene Ormandy and The Philadelphia Orchestra and it is magical.