For whatever reason I find HP Lovecraft a lot easier to deal with in Audiobook form, and a lot of his stuff is available free and legal since it's public domain: see here for example https://librivox.org/collected-public-domain-works-of-h-p-lovecraft/.

Otherwise the audiobooks I listen to tend to be pretty dependent on what my local library has -- I've listened to a good bit of Terry Pratchett that way, and Diana Wynne Jones' Howl's Moving Castle and its sequels. Library audio CDs are particularly useful because I can borrow them and then rip them to mp3 for later. But, I assume what is available in your area is going to be pretty different.