Shogun by James Clavelle is one of the best "culture shock" historical epics available. You will learn some japanese too.

Pillars of Earth, read by John Lee, is another one, simply about building a cathedral in medieval europe. Great characters, a villain you love to hate.

If you haven't, you cannot claim to be a fan of science if you haven't listen to Foundation by Issac Asimov.

The Name of the Wind - Patrick Rothfuss, read by Nick Podehl. It's Harry Potter but for grownups. Fantastic story.

Edit - I'm adding this because I doubt anyone will mention it - there is an audio production company called Graphic Audio, their tagline is "a movie in your mind."

The absolute BEST story I have ever heard, in my entire life, is the Stormlight Archives Series - Way of Kings & Words of Radiance books. These are written by Brandon Sanderson. I don't actually read much fantasy when I read fiction it tends to be scifi or historically based. But this series, with the voice actors and the properly timed music/sfx, is absolutely fantastic. I know OP mentioned audible and Graphic Audio isn't available there, and they are very expensive. But if you can afford it, you won't get a better experience. There are some "jump out of your chair and fist pump" moments in these books.