XxCransworthxX...
Kullervo is not a work I know well but it's an early work by Sibelius and, I think, very idiosyncratic and perhaps not the best place to start.
The Swan of Tuenela, and the rest of the Lemminkäinen Suite, as Qccowboy said, is worth listening to; the layered string textures in the Swan are beautiful. Obviously Finlandia is worth a listen though this isn't his most subtle of works. En Saga is a fantastic Tone Poem. Pohjola's Daughter is great and a piece which becomes 10 times better when you look closely at how the structure fits the piece's programme (sometime when you study a piece closely it puts you off it for years; but with this piece, moreso than any other I've studied in detail, it really enhances the listening). Tapiola is a masterpiece; there's no other word. Listen to that with the volume up high!!
And the Symphonies (which I know of in less detail). If you're new to Sibelius 4 and 7 probably aren't the best ones to start with. You can't go far wrong with his 5th.
EDIT: Before I forget, get a copy of the Violin Concerto as well.
Actually, if you want to get to know Sibelius, you could do a lot worse than buying this set:
Amazon.co.uk: Sibelius - Complete Symphonies: Music: Jean Sibelius,Philharmonia Orchestra,Boris Belkin,Elisabeth Söderström