When it comes to non-free fantasy audio, you can't do better than Neil Gaiman's books and short story collections. Usually he reads them himself, and the readings are wonderful. He always says that stories are meant to be read aloud, so he actually considers the audiobook versions of his work as the most important format. Most authors dismiss them as extras that they pay no personal attention to...
Anyway, Neil's stories are all great too, and if you haven't tried any of his stuff, you really should.
Stardust is his most traditional fantasy (and is a lot different from the also excellent film), but
American Gods is also great modern set fantasy, as is
Neverwhere, which is set in a fantasy version of London's homeless population.
Or just try his short story collection,
Fragile Things. We all like short stories here!