Well, 'The Lord of the Rings' audio book is a must-listen. The detailed world-building and rich characters are beautifully captured. Also, 'Pride and Prejudice' is wonderful. The elegance and wit of the story shine through in the audio format.
I'd say 'The Hobbit' is a definite must-listen. It's full of adventure and imagination. Another one is '1984', which is thought-provoking and the audio version adds an extra layer of intensity. 'Jane Eyre' is also excellent, with its powerful emotions and complex characters.