For those who have never heard Handel's Messiah... the whole work... you are in for a treat if you decide to sit and have a listen. The entire libretto is nothing but Scriptural passages. The accompanying music is some of the best to be found in the classical tradition.
One problem I've encountered is that so many of the recordings of Messiah are done in an "Operatic" style (for lack of a better term); the vibrato in the singers' voices tends to be, well, annoying, and makes it difficult to understand the words.
However, I've found one particular recording that I've absolutely fallen in love with. It is the version performed by The Toronto Symphony with Andrew Davis conducting; a link to the disks can be found at Amazon.com. This is the entire Messiah oratorio without much of the vibrato, orchestrated on the light side, with quality performances from Kathleen Battle and Samuel Ramey, among others. Various reviewers have either praised or lambasted it according to their preferences, but I think for the average non-Opera-going consumer, this is tops.
If you're only familiar with the Hallelujah chorus and maybe Unto Us A Child Is Born, or some of the other more popular movements, I strongly recommend listening to the entire oratorio. And the above is my recommended version to start with.