Tony, I prefer the first violin concerto too, for exactly the reasons you give! (Hadn't quite thought of the 3rd mt like that but I think I know what you mean.)
Don't like the 1st piano concerto though; I used to really enjoy the 3rd but was less thrilled last time I heard it. Don't really know the others well enough.
I've never really got on with the 5th symphony either - that tune (!) just comes round too many times for me, I'm afraid. I like the 6th very much though.
Piano Sonatas - Nos 2 and 3 I like; have never taken to No 7. It's probably almost 20 years since I last did a listening cycle...
There's so much of his stuff I don't know, and, if I'm honest, probably never will: he's one of those composers who I
quite enjoy without ever (or only rarely) really engaging with. I do admire his melodic gift and the way he combines it with some interesting textures - sometimes surprisingly delicate and subtle - despite its familiarity, I still think Romeo and Juliet is a great score from that point of view. And one relative rarity - the Cantata for the 20th Anniversary of the October Revolution; I think that has the edge for me over Alexander Nevsky.