Speaking of piano concertos, I think Brahms deserves an honourable mention
I can never stop listening to his second piano concerto in B flat
Here is the first movement which has one of the most difficult and daunting passages ever for a pianist with only two hands. It's also the only piano concerto (since Beethoven) in which the orchestra is at least important as the soloist.
One think I love about this piece is that it constantly keeps us guessing. The first thing we hear isn't the orchestra or the piano, but a horn solo which takes the rising pattern of the opening three notes, giving it a character of a question which then the piano enters and develops the tune before the horn even finishes. Once the orchestra comes in, it's only gently with the woodwinds which is later joined by the strings. It at first seems to be a nice, lovely, pastoral relaxed kind of movement in which the orchestra traditionally takes control of the entire opening section of the movement. However Brahms surprises us once again by completely reversing the roles. No sooner the orchestra enters, the piano aggressively comes back, threatening to tear the theme itself into shreds. All of this in a span of the first forty seconds.
Anyway I can go on forever about this it, but you all should listen to this wonderful piano concerto
EDIT: Here is the full piano score + orchestral cues if anyone is interested
http://imslp.org/wiki/File:PMLP02761-Brahms_-_083_-_Piano_Concerto_n.2_Bb_(2H).pdf