I've generally had good experiences with a lot of audio books. The Warlord Trilogy, by Bernard Cornwall and read by David Case are probably the best I've done to date, with great accents and voices and the whole nine yards.
Interestingly enough, since they've been recommended many times in this thread, I've thought the Harry Potter audio books were among the worst I've heard. Jim Dale puts his inflection all wrong on the phrases, making them sound particularly unreal and awkward. His attempts at voices, particularly Hermione's also make me cringe.