Try tower records KLCC, they occasionally stock up on boxed sets.

But i recommend againts random boxed sets due to one reason, some of the players just aren't good. For example, I'd trust Martha Agerich with Franz Liszt and Chopin, but with others, maybe not. Also depends on the symphony's skill as a whole cohesive unit. For example, for Tchaikovsky, the Trans Siberian orchestra is ahead of the rest.

Choose well and selectively, that's the best tip i can give.