Rach playing Rach is so restrained and mechanical (in the sense of spot-on note-accuracy and rhythm). Listen to some of his more outrageous technical compositions, like the middle section of the E minor prelude (op.32 no.4), and you'll also wonder why such an occasionally aggressive composer chose to play his own works so clinically.
Rach 3 has been eaten up in this thread, so I'll add only one name: Lazar Berman. His cadenza ossia is the most powerful, but some may find it too fast.
Sofronitsky has some uniquely satisfying ideas about the Moments Musicaux (op. 16); it's hard to beat him here. You'll want to hear the 2nd and 5th to really see him shine.
Alexis Weissenberg recorded slam-dunk interpretations of Rach 3, the 1st sonata, and the Db prelude (op.32 no. 13). The last piece is especially worth a listen.
For the etudes op.39, look no further than Nikolai Lugansky and Andrei Gavrilov. Together, these two deliver the whole set. You MAY prefer Daniil Trifonov's A minor op.39 no.2; he has a special way with this slow piece that one rarely hears (it's usually slow and lugubrious, but he makes it sing and float).
For the etudes op.33, there are many ordinary, everyday pianists on YouTube that bring the goods. I've found some of my favorites right here on PianoWorld.
The Borodin Trio has THE most perfect Piano Trios no.1 and 2. (G minor, D minor); you need to hear the first Trio if you haven't already, it'll change the way you think of the big R.
The second symphony has an awesome opening motif in the second movement. I like the Antwerp Philharmonic's take on it, but I haven't ever felt the need to shop around for this piece.
Our own (Pianoworld's) verqueue has a stellar B minor prelude op.32 no.10, you owe it to yourself to check out her playing: http://youtu.be/T8HW8cN5laM
Might post more later if I remember others.