With all of that material out there, Who fans who have not yet got into it may be intimidated out of making the attempt. I would strongly recommend making the experiment. But before getting into particular recommendations, it is worth considering the environment where you can listen. I happen to have a commute of a bit over an hour from home to work every day, broken into three unequal segments (home -> Leuven, Leuven -> Brussels, Brussels -> office). Having episodes of half an hour or so fits this rather well; I can switch off as the closing title music rolls, and ponder what may happen next. I also find that listening while I am exercising - variously at the gym, cycling, or on the Wii (with the TV's volume turned down) - works for me. If you don't have a space in your day of half an hour when you can switch your brain over to largely aural stimuli, however, there may not be much point in trying the Big Finish audios.
The original actors (Davison, C Baker, McCoy, McGann) usually seem to enjoy reprising their roles; likewise Sarah Sutton as Nyssa, Nicola Bryant as Peri (most of her audio plays are actually with Davison rather than Baker), and the less frequently used Bonnie Langford as Mel and Mark Strickson as Turlough. Janet Fielding has returned once as Tegan but apparently will do so again for three plays next year. (I'm afraid I'm not a big fan of Sophie Aldred's acting as Ace; Adric has returned for one play as well, but not as we knew him.) Big Finish have also brought in completely new actors to play regular roles as companions. The best of these as an actor has been Maggie Stables as Professor Evelyn Smythe, who has been a super foil to Colin Baker's Doctor. I have also particularly enjoyed Caroline Morris as Egyptian princess Erimem, travelling with Five and Peri, and India Fisher as Edwardian rich girl Charlotte Pollard, travelling first with the Eighth Doctor and now, for reasons which have not been made entirely clear, with the Sixth. One crucial figure in all of this is Lisa Bowerman, who has only done a couple of Doctor Who audios as Bernice Summerfield (originally a Seventh Doctor companion from the Virgin New Adventures) but whose independent series as Benny launched the Big Finish colonisation of the audio corner of the expanded Whoniverse.
My favourites, then, of the Big Finish output are as follows:
#11 The Apocalypse Element, by Stephen Cole (August 2000) - Maggie Stables as Evelyn Smythe had a rather poor debut story (The Marian Conspiracy), but this, her third one, takes her to Gallifrey with Romana II, now president, imprisoned by the Daleks and in need of rescue. This was the point where I started believing the people who say that poor Colin Baker is a good actor who was miserably served by the scripts and production when he was on TV.
#16 Storm Warning, by Alan Barnes (January 2001) - the play that brought back Paul McGann as the Eighth Doctor and introduced India Fisher as Charley Pollard, stowing away on the R101. Also has Gareth "Blake" Thomas as the British Air Minister. A good play anyway, but also a good starting point to see if you will like McGann's Doctor.
#20 Loups-Garoux, by Marc Platt (May 2001) - I am slightly surprised to have liked this one as much as I did because it is a Five/Turlough story; I'm not a big fan of Turlough as a character and I find werewolves generally rather uninteresting. But it may be more important that this was Marc Platt's first audio play, and he somehow gets it right.
#22 Bloodtide, by Jonathan Morris (August 2001) - another Six/Evelyn story, this time meeting Charles Darwin (Miles Richardson) on the Galapagos Islands, with added Silurians. Excellent on the internal politics of the Silurians, and Darwin's own personal dilemmas.
#26 Primeval, by Lance Parkin (November 2001) - a Five/Nyssa story, which becomes effectively a prequel to The Keeper of Traken, but gives us some gret insights nito where Nyssa came from and where she is going (later picked up in Circular Time)
Excelis #3 Excelis Decays, by Craig Hinton (June 2002) - a story with McCoy's Seventh Doctor and Anthony Stewart Head as a villain; the third of a short series of shorter plays, and actually rather incomprehensible unless you have heard the previous two with Head and Peter Davison/Colin Baker.
#34 Spare Parts, by Marc Platt (July 2002) - this is my absolute favourite of all the Big Finish plays, taking Five and Nyssa to Mondas where they witness the horror of the creation of the Cybermen. It is very bleak, but utterly gripping. (Also features Sally "Jenna" Knyvette and Derren "Tegana" Nesbitt.) Unless you can't stand Davison, I would suggest listening to this and The Kingmaker as a decent test of whether you will like Big Finish at all.
#39 Bang-Bang-A-Boom, by Gareth Roberts and Clayton Hickman (December 2002) - when I summarise this by saying that it features Sylvester McCoy and Bonnie Langford in an sfnal version of the Eurovision Song Contest, it sounds awful, and it really oughtn't to work, but actually it is hilarious: Big Finish sometimes misses the mark with comedy, but this is one of the times when they hit. Also features ex-Goodie Graeme Garden and Patrica "Magenta" Quinn.
#40 Jubilee, by Robert Shearman (January 2003) - of course, nowadays people refer to it as "the one that the TV episode Dalek was based on; but it is a very good and disturbing Six/Evelyn play in its own right.
#44 Creatures of Beauty, by Nicholas Briggs (May 2003) - another Five/Nyssa story, remarkable really for the way in which the narrative is splintered non-sequentially and still makes sense: a great example of using the audio medium experimentally and successfully.
#46 Flip-Flop, by Jonathan Morris (July 2003) - a Seven/Mel story which again takes an interesting narrative approach: each CD has essentially the same story elements, affected by the arrival of the Tardis to dovetail into the other.
#47 Omega by Nev Fountain (August 2003) - in the run up to the fortieth anniversary of Who, Big Finish brought back three classic series villains (the other two being Terry Molloy's Davros and Geoffrey Beevers' Master). I liked this one best of the three: Ian Collier's Omega and Peter Davison's Doctor, no companions. It is a direct sequel to Arc of Infinity, but about five times better.
#50 Zagreus, by Gary Russell and Alan Barnes (November 2003) - this was the 40th anniversary play, stretching across three full CDs, starring McGann's Doctor and Charley with Lalla Ward's Romana, Louise Jameson's Leela, John Leeson's K9, Nicholas Courtney's Brigadier, and other classic series actors (Anneke Wills, Elisabeth Sladen, Mark Strickson, Sarah Sutton, Nicola Bryant, Bonnie Langford, Sophie Aldred) playing otehr roles - along with Sylvester McCoy, Colin Baker, Peter Davison, and (rather impressively since he had been dead for seven years) Jon Pertwee. It's one of those plays where you are glad that it was done without needing to ask if it was done well; but in fact it was done very well here also. Incomprehensible, I'm afradi, if you haven't followed much of the previous Eight/Charley arc.
#51 The Wormery, by Stephen Cole (December 2003) - Katy Manning as Irish Wildthyme, and Colin Baker as Six, stuck in a bar between the worlds; a rather subdued but effective piece.
#58 The Harvest, by Dan Abnett (June 2004) - Seven and Ace in a near-future British hospital where odd things are happening; the introductory story for audio-only companion Hex, played by Philip Olivier. Takes some well-worn Who themes and did something new with them
#81 The Kingmaker, by Nev Fountain (April 2006) - this is my second favourite of the lot after Spare Parts: Five, Peri and Erimem (an audio-only companion, originally an ancient Egyptian princess) go to the opening night of Shakespeare's Richard III and then go back to find out what happened to the real Richard III - totally hilarious, and includes Jon Culshaw doing his Tom Baker impression.
#104 The Bride of Peladon, by Barnaby Edwards (January 2008) - the farewell story for audio companion Erimem, and you can pretty much guess what happens to her from the title. But there's an exceptionally strong guest cast - Phyllida Law, Jenny Agutter and Yasmin Bannerman - and a very strong script. Obviously will make more sense if you know a certain pair of Third Doctor stories - and also it turns out to have connections to a well-known Fourth Doctor story as well.
#111 The Doomwood Curse, by Jacqueline Rayner (August 2008) - Charley by now has left the company of the Eighth Doctor and is travelling, rather to her surprise, with the Fifth. Here they end up in the rather surprising setting of 1738 England, but without being terribly clea if they are in the world of fact or fiction. It helps if you know one of the earlier Bernice Summerfield spinoff plays which has certain common features, but I think would not be impenetrable if you don't.
#114 Brotherhood of the Daleks, by Alan Barnes (October 2008) - Another strong Six/Charley story. They arrive on what appears to be the planet Spiridon and are apprehended by what appear to be Thals. But almost nothing is what it appears to be. The revolutionary Daleks singing "The Red Flag" are a particularly glorious touch.
Comment: There are some gaps there, chronological and in terms of characters. Several of the Eight/Charley C'rizz plays - The Natural History of Fear, Caerdroia, Terror Firma, Time Works, The Twilight Kingdom - almost made the cut, as did The Zygon Who Fell to Earth and The Cannibalists from the new Eight/Lucie series. As with all such continuous series, the product varies a bit from time to time, and the listener's mileage may vary.
The Companion Chronicles
2.1 Mother Russia, by Marc Platt (October 2007) - narrated by Peter Purves as Steven Taylor, takes him, the First Doctor and Dodo to Ukraine in 1812 and the Napoleonic wars. As with most of the Companion Chronicles, there is one other actor involved (Tony Millan playing the bad guy); as with most Platt stories the plot is complex and mind-stretching. Purves is excellent and does a brilliant Hartnell impression.
3.2 The Great Space Elevator, by Jonathan Morris (August 2008) - narrated by Deborah Watling as Victoria Waterfield, and Helen Goldwyn as the supporting character; a decent sfnal setting, of an elevator stretching from Sumatra to geostationary orbit, but also lots of glorious references to Season Seven continuity.
3.11 The Mahogany Murderers, by Andy Lane (May 2009) - totally brilliant: the Victorian pastiche which Lane did so well in his novel All-Consuming Fire, combined with the wonderful return of Christopher Benjamin and Trevor Baxter (who apparently hadn't seen each other since 1977) as Jago and Litefoot delivering a beautiful product. Even if for some peculiar reason you haven't seen The Talons of Weng-Chiang, you will enjoy this; if you do know the older story, you'll love the sequel.
In 2003 Big Finish produced a half dozen stories with alternate versions of the Doctor, of which my favourite is Sympathy for the Devil, bringing David Warner as a Third Doctor exiled to earth in Hong Kong in 1997 rather than England in the early 1970s. There he meets ex-Brigadier Lethbridge Stewart, whose career never recovered from UNIT's failures to repel the Autons, Axons, etc, and the new UNIT commander, who is played by one David Tennant.
The best of these was the Davros miniseries of plays from 2006, of which the second (Purity) is merely good and the other three (Innocence, Corruption, Guilt) excellent. These take Terry Molloy (supported in the title role by Rory Jennings in the first play) through the history of how he grew up on Skaro and invented the Daleks. Really electrifying. I believe they are supplied on the recent DVD box set of Dalek/Davros stories.
I also enjoyed were the Sarah Jane Smith audios which Big Finish produced two series of, the first in 2002 by five different authors and the second in 2006 consisting of four tightly linked stories by David Bishop, the best of those being 2.2 Snow Blind and 2.3 Fatal Consequences. Now that SJS is back on TV, there will presumably be no more separate audios with her character.
One rather rambling Doctor-less series was the three runs of Gallifrey plays of 2004, 2005 and 2006, starring Lalla Ward as President Romana and Louise Jameson as Leela with John Leeson as K9, and also bringing back Mary Tamm. They rely rather heavily on your knowing the back story from The Apocalypse Element, Zagreus and other Big Finish plays. The best is 2.2 Spirit where the two lead characters get mixed up with each other, and we have Jameson doing Romana to Ward's Leela.
Finally, there is an ever expanding series of Bernice Summerfield audios, starring Lisa Bowerman and runing from 1998 to the present day. I'm about half way through them; my favourites so far are 1.5 Just War by Lance Parkin (August 1999), 3.1 The Greatest Shop in the Galaxy by Paul Ebbs (February 2002) and 3.3 The Dance of the Dead by Stephen Cole (October 2002). but I'm a bit behind with writing them up.
I hope this rather lengthy but very incomplete survey will encourage a few more people to try the Big Finish experience!