#2, "Sympathy for the Devil", and #6, "Exile" both feature alternate regenerations of the Doctor. In "Sympathy for the Devil", David Warner's Third Doctor has been exiled by the Time Lords not to 1970 but to 1997, where he is in Hong Kong and encounters both Nicholas Courtney's Brigadier, whose career never really picked up after the Cybermen, and Mark Gatiss's Master, who's been having a fine old time for the last quarter-century. I thought this was really well done; the pairing of the Doctor and Master is balanced by the pairing of the Brigadier and UNIT's current commander (played by David Tennant!), and there were some lovely bits of dialogue.
I understand fan reaction to "Exile" was pretty negative, but I really enjoyed it as well; after three depressing stories (the two Doctor-as-villain ones, and "Deadline" which is discussed below), I was really relieved to hear one which was a bit more light-hearted. Apparently Time Lords change sex if they commit suicide (this may not be canonical), and so Arabella Weir's Doctor is hiding from them on Earth, staking shelves in Sainsbury's and getting smashed down the pub, having fled Gallifreyan justice. There is much chasing around the countryside by a comedy duo of Time Lord agents. Fun, though with a darker edge.
#1, "Auld Mortality" and #5, "Deadline" both take us right back to the beginning. "Auld Mortality" has the Doctor, Geoffrey Bayldon (=Catweazle), musing about what might have happened if had given in to that impulse he had so many years ago of leaving with his granddaughter, rather than staying at home to become a writer of time-travelling adventure narratives. Susan, still played by Carole Ann Ford, drops by to find out what is up with her half-forgotten relative. The play is by Mark Platt, who is not always comprehensible (see Lungbarrow, Downtime, Ghost Light), and I confess I didn't quite understand everything that was going on (specifically, I did not get who or what "Auld Mortality" actually was supposed to be), but the ride was fun, the acting is great (Ford's Susan being particularly memorable) and I loved the way Platt manged to have two endings to the story, having his cake and eating it.
In "Deadline", Sir Derek Jacobi plays a retired writer who rues the day he failed to get his show, Doctor Who, commissioned back in the early 1960s; there is a very intricate exploration of inner space, families, failure, fandom, and so on, but as I said earlier I found the tone decidedly downbeat. But it makes an interesting pairing with "Auld Mortality", as both have the same point of departure, if from different directions, and both feature the Doctor as to a certain extent the narrator of his own story. It is by Robert Shearman who wrote the Ninth Doctor story "Dalek". I must say that if you are thinking of trying out the series, "Auld Mortality" and "Deadline" are the ones to get to see if the concept is to your taste.
#7, "A Storm of Angels", is a double CD release bringing back Bayldon and Ford as the Doctor and Susan; the Doctor, having decided at the end of "Auld Mortality" to go travelling after all, has been busily changing history and runs into Sir Francis Drake in the middle of the asteroid belt. At first I wondered if there was really much merit in what seemed basically yer standard alternate history, without much apparent need for the Doctor's alternate history as well. But then I realised that Platt had cleverly built the plot around both endings to "Auld Mortality", even though they are contradictory; and it finishes rather nicely. As with all long stories (it is about as long in play time as a TV six-parter would have been, though split into only four parts on the CDs) it could probably have done with a bit less padding.
Shada is not one of the Doctor Who Unbound series, but it fits rather well into the overall concept. This was originally intended to be the last story of Tom Baker's sixth season as the Fourth Doctor, but filming was never completed; Big Finish have remade it, and slightly rewritten the script, with Paul McGann's Eighth Doctor instead persuading Romana (by now High President of the Time Lords) and K-9 (mark II, of course) to go and investigate the odd time-slip in Cambridge they experienced long ago (covered, canonically, in The Five Doctors). Douglas Adams' words still sparkle, a quarter-century later; but McGann - who of course had only one outing as the Doctor on television himself - brings his own nuances to them, and while one can imagine Tom Baker delivering the lines (some of which could easily have been uttered by Zaphod Beeblebrox) it's good to hear a finalised product. (You can watch a slightly cut version, with animations, for free on the BBC website.)
In summary, then, "Auld Mortality" and "Shada" are particularly recommended, though none of them is bad.