I highly recommend any of the albums that Miles Davis put out with collaborated with composer/arranger Gil Evans, mainly Birth of the Cool and Miles Ahead. Most people really only gravitate toward Davis' be-bop and post-bop material, but there is a wealthy of large orchestra work to be found by him before that.
If your more into the 30's classic swing era sound then Glenn Miller, Tommy Dorsey, and Count Basie are definitely the way to go, for starters at least.
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