I had some time this afternoon to track down a performance of Sibelius' 2nd Symphony and give it a listen. I'm not completely happy with my choice (the Sinfonica de Galicia seems to fall apart a bit in the transition between the 3rd and 4th movements), but overall, the sound quality is better than the Bernstein and Tortelier performances that popped up at the top of my YouTube search, and the climax-upon-climax of the final movement gave me the chills that a good performance of Sibelius' Second ought to.
In reading the overview of this symphony in Edward Downes' Guide to Symphonic Music, evidently a couple of Sibelius' close friends confirmed that it has a program behind it: commencing with an idyllic notion of a free Finland, folding over to outside oppression, before concluding with the rise of a deliverer. I can certainly see this: the first movement, after a serene string intro, passes around a lovely melody from the oboe on to the clarinet, French horn, and flutes. But overall, this and the third movement have a harried feel to them.
The second movement, which I really dig, also has an unsettled vibe to it, but it's more somber and dark-hued, especially at the beginning. I love how Sibelius gives 3 full minutes to pizzicato bass/cello and a bassoon melody, before the full strings get in on the action. This movement has a tender string melody, while the third movement has a lovely oboe-dominant interlude, but again, darkness and unease predominate until the Finale.
The fourth movement never gets old for me. I count three climaxes, with softer breaks between them, before the closed cadence, brassy "Amen!" at the end (quite a contrast to the end of his First Symphony!). At the end of the first climax, there's a feeling that the wheels could fly off this symphony, with the surprising dissonance that starts with the flutes. Then there's a gorgeous Romantic lushness before a cinematic second climax (the swirling flutes give me a picture of wind blowing through the sails of a storm-tossed ship). The triumphal groundswell of the final climax feels well-earned after the tumult preceding it.