Yes, Walcha is one of my favorites, and I've owned his set (on Archiv) of Bach's complete organ works for years now. There is another set of earlier recordings (1940s) he made, also on Archiv, and I'm trying to find out what instruments he is playing on that set.
As great as Walcha was, I have a slight preference for Karl Richter and Anton Heiller. Richter's recordings are on various labels, and I don't think he ever recorded the complete cycle, but I would recommend 1) the recording from Victoria Hall, Geneve Switzerland made in the 1950s (London / Decca); 2.) The 2 CD set on Teldec with him playing the Schnitger organ at Ludgeri-Kirche; 3.) The DG CD "Toccata and Fugue". Yes the packaging is gimmicky, but unfortunately the toccatta and fugue in D min (S.565, not the Dorian) sells a lot of CDs. The performances of the Prelude and Fugue in Eb major (S.552), and the two chorales are the highlights of the disk however. All of my Heiller recordings are on LP, so good luck finding any CDs that may be out there! I don't know what is available.
I'm interested to know whether anyone has heard the sets recorded by Marie Claire Alain, and Simon Preston.