I have several works of his on CD from Leslie Howard.
http://www.hyperion-records.co.uk/al.asp?al=CDS44501/98
Liszt is probably my favorite composer, either him or Rachmaninoff. I really like Brahmas too. Chopin is a must as well.
These are some you should check out
Douze Grandes Études specifically no 11 in D flat Major. But you should listen to them all.
These are some of the best as well as the Hungarian rhapsodizes.
Other recommendations are:
Album d'un voyageur No 4: Vallée d'Obermann : this is claimed by many to be a master piece.
Années de pèlerinage, première année – Suisse No 4: Au bord d'une source
Trois Morceaux suisses all 3 of them
Gretchen aus Faust-Symphonie S513
Totentanz S525, THis is one of his best pieces. Totally worth checking out.
Piano Concerto No 1 in E flat major S124
Piano Concerto No 2 in A major S125
There are many more but this will keep your ears busy.
Also you really should check out Brahmas Piano Concerto no 2 in B flat major. That to me is a major master piece. Represents some of the most complex composition I have ever heard.
It should be noted that Liszt is very well respected and honored. The man was a genius. It was said that he could site read any thing. In fact it was said that he was able to site read Grieg's piano concerto and that Chopin was very jealous of his ability. From what I have read Liszt would practice upwards of 12 hours a day.