I’m currently going to through the BBC classics ultimate story collection. I also liked the BBC radio 4 rendition of Dorian grey. The radio ones tend to have multiple voices and some special effects. I also loved the blade trilogy by Joe Abercrombie.

If you like sci-fi, I can recommend the children of time and deepness in the sky. Vernor vinge also has a novella in audio format called fast times at Ridgemont high.