The largest collection of classical MIDI files is at http://www.classicalarchives.com/
Some realizations are excellent, some are awful. In general, even for the good files your result will depend on the quality of your soundcard (not just the hardware, but above all the fonts ...)
An excellent pipe organ font (you must be able to use the *.sf2 format)
together with many very good (for the most part) realizations of French, German and Italian organ music (e.g. Bach's BWV 540 and 544 are excellent ...).
Speaking of Bach, an interesting PBS broadcast of Art of Fugue performed
by various organists is (in streaming audio - you have to have a good Internet
connection ...) at
(in two parts: program 2029 and 2030). As usual, some performances are very good, some are terrible - I am always astonished how different can two organ performances of the same piece be! If you can't wait for my own recording (coming up :-), I recommend the first 9 Fugues as played by Glenn Gould in his one and only organ recording (there is also a remarkable video "An Art of the Fugue" with Gould talking to Bruno Monsaingeon about fugues, and playing several, including a complete performance of the infamous unfinished Fugue (the Pipedreams broadcast quoted above includes some infamous 'completions' of this piece.) For a complete recording of the Art of Fugue I recommend the CD by Herbert Tachezi.