In the Bleak Midwinter-beautiful Christmas carol but also listen to the version by Harold Darke, both are beautiful (Try recordings by Kings College Choir, Cambridge, England.
Since you DID mention The Planets, I recently got an SACD of my favorite version. It is a bit more nuanced than more "modern" versions, with more color in the brass voices. It was conducted by the man who premiered the thing: Adrian Boult. I had to get it from Japan, as western outlets don't seem to have it. The UPC is: 4943674222339. If you have good equipment, you WILL hear the great organ stops on this, and most of the inner detail of the dense scoring.
For the wind suites, I don't know if it's available anywhere now (my CD is from pre-UPC times) but Telarc had a nice issue with both suites by Fennell and Cleveland.
Mercury Living Presence reissues might also be worth your consideration, with great performances by Eastman under Fennell. Hammersmith is in the big box set, Volume 1, disk 12, and on a separate reissue with UPC 028943200929. I don't know the UPC's for the band suites, but they are on disk 30 of the second boxed set.
From what I've read, you have to look carefully at WHICH re-issue you get. I don't think the SACD versions taken from the masters had any interaction with the original producer. The boxed sets definitely WERE remastered for CD by Wilma Cozart Fine, who was the main set of ears for the original LP mastering.
There's a lot of other Holst out there. I'll be interested to hear about other favorite recordings.
Given that The Planets and the band Suites are well-known but as a rule, generally not much else, I'm curious about the guy. Great works like those don't come out of a vacuum.
And for the planets, I really like the New Queens Hall Orchestra version. The period instruments bring out all sorts of colours. There is a recording with Holst conducting, but apparently he had to speed it up to fit on the disks.