I have been listening to Radio Drama almost my entire life, after a childhood in which we would listen to CBS RADIO MYSTERY THEATER on long drives to my Grandma's in Sheepshead Bay, Brooklyn from the Jersey Shore. My listening over the last ten years or so has been spotty, although I am currently listening to cherry-picked episodes of CBSRMT (coincidentally), as I try to come to grips with its decade long, DAILY output (it's not the best of shows, but once you get the parameters down, there are some interesting offerings).
I would have to think quite a bit about singular episodes, but I can easily name THE BLACK MASS, QUIET PLEASE, NIGHTFALL and LIGHT'S OUT as particular fave series - ESCAPE is one of the best examples of an "all-over" genre series I can think of. Although the surviving audio is not great, I also hold great affection for DREADFUL JOHN AT MIDNIGHT (readings, not dramatic productions) and Ken Nordine on FACES AT THE WINDOW (readings, again).