I am on a Messiah run now, listening to all my sets because I am attending live next Saturday.
Here is an interesting site that lists many Messiah sets: www.messiah-guide.com/
I have bought and sold a few sets and settled into a handfull that I just listened through.
My favorite two:
Marriner is a unique performance quite different from the standard performance.
On the right is Akademisk Orchester & Choir - Morten Topp
This sung-in-German set is very nice with Gundula Janowitz
EDIT: As I just got the Pinnock set, and am listening multiple times today because it is so good, it very well may rise up to the top as one of my favorite sets.