So far it's been World War Z, hands down.

The book lends itself to the audio format extremely well due to the fact that a large part of the book takes place in the form of interviews. The author (Max Brooks) plays the part of the interviewer.

Another reason I love it is the cast. Alan Alda, Rob Reiner, Henry Rollins, Mark Hamill, John Tuturro among others make it a fantastic listen.

The tenth anniversary edition of American Gods is read by a great cast, and is more like a play than an audio book. Each character is read well. Really sucked me in.

Thank you, American Gods sounds great! It didn't occur to me to look for audio dramas, but I have always liked them because I grew up listening to a show called Adventures in Odyssey that was extremely well done. (It was built around an extremely conservative Christian viewpoint that I have since strayed from, but the stories have stuck with me through the years.)