There's a great audio drama I listen to that's similar to the radio dramas I used to listen to when I was a kid (showing my age here).  Check out The Leviathan Chronicles: http://www.leviathanchronicles.com.  Very high production quality, with professional voice actors and excellent sound effects.  And best of all it's free to download.

Also, another one I've been listening to lately is The Heavenfield: http://www.theheavenfield.com.  Not really an audio drama - more of an audio book, but it's been quite interesting so far.