No question for me that the First Symphony is Gade's stand out work. It is utterly delightful and the freshness has never worn off in the thirty-odd years that I've known it. His equally early overture "Echoes of Ossian" breathes very much the same air and is just as recommendable. I'm a recent convert to the Violin Concerto, which doesn't have the same open-air quality as the Symphony but displays a mature lyricism that is very heart warming.
Personally, I don't rate his chamber music very highly (the Mendelssohn influence is just too strong) and I find it difficult to tell the choral works apart.