Any later symphony by Beethoven. All of them qualify, but a few particular highlights would be:
5th Symphony, 1st movement - Though all of it is epic, the first movement is possibly the most famous piece of classical music ever.
7th Symphony, 2nd movement - The first 3 minutes or so might well be my favourite among all of Beethoven's compositions.
Wagner:
Tannhäuser overture - First three-four minutes or so, mainly, and the ending.
Ride of the Valkyries - How come noone mentioned this before now?
Come on.
Another epic Holst planet to go with StarSlayer's "Mars, the Bringer of War":
Jupiter, the Bringer of Jollity - Can't help but love this one.
And finally, we can't leave out the good old Pipe Organ:
Toccata and Fugue in D minor - By Bach. Much of his other stuff would qualify, too.