I've always found the Haitink cycle a little underwhelming. Haitink misses the wit, sarcasm and horror in some of Shostakovich's symphonies. The sound quality, however, is among the best.
Kirill Kondrashin's classic set with the Moscow Philharmonic will always be a classic. Recordings dating between 1961 and 1973 mean that recording quality is seldom top notch - and the performances are uneven. However, this set contains among the very best versions of symphonies 4, 7, 8, 9, 12, 13 and 14.
Maxim Shostakovich is NOT a world-class conductor, nor was Rostropovich, who amazingly for someone so closely linked with Shostakovich, often gives facile and unconvincing performances. His 'LSO Live' performance of No 11, however, is a winner and among the best.
I have worked with Ashkenazy on numerous occasions and admire him as a musician. But he does not always bring out the best of Shostakovich.
The legendary Yevgeny Mravinsky and the Leningrad Philharmonic has an incomplete set of symphonies (1, 5, 6, 7, 8, 9, 11, 12, 15) but is well worth having for blistering performances and a wonderful insight into the music. recordings are not always of the best, however.
The Rudolf Barshai set is a tremendous bargain with excellent sound and first-class interpretations. You can't go far wrong with this as a low-priced set.
The recently completed set by Mark Wigglesworth on the BIS label is relatively little known but contains some amazing performances and probably the best recordings of any set.
I am a great admirer of Mariss Jansons but find some of his Shostakovich cycle lacklustre.
For a complete set, go for Wigglesworth or Barshai but try and get the Mravinsky and Kondrashin as well if you can afford it.