I guess I should have thought of this, and everyone out there will be saying "Martin, you should have thought of that", but scores to Bruckner and Mahler symphonies are online at IMSLP.
Of course, you'll have to check that you can download them in your region, thanks to copyright laws, but if you can it might be a useful of following the music as you listen to it. I find that listening to music with a score makes my sense of the structure much more immediate.
It's not for everyone of course (let's face it, Mahler scores can be quite complex), but if you are a score-follower, either try that or get hold of paper versions - I believe that Dover editions publish quite a few of the Mahler symphonies.
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