You can use the grouping field in the iTunes metadata to conveniently shuffle classical music.
iTunes has a few modes of shuffling music. These can be accessed from the Controls⇒Shuffle menu. The old standards are album and song shuffling. There is also grouping shuffling. This seems to shuffle tracks that have no grouping as regular songs. When it encounters music that does have all the same grouping, however, it treats these tracks as albums, and plays them through before jumping to the next thing. Classical music albums often have separate tracks for movements, but also multiple overall pieces (symphonies, for example). All of the tracks in a single symphony on an album can be given the same grouping: "Beethoven: Symphony #1 (LSO)". You are now at liberty to select the classical genre, turn on shuffle, and have a long stream of classical music with the various symphonies and concertos intact.
Other uses of the grouping field may be found around the Internet. The most notable one is using it as a sub-genre for building Smart Playlists.