The Sandman was more of an audio play complete with large cast, sound effects, and score. It was probably the most amazing audiobook production I've listened to, so immersive and I loved James McAvoy as Morpheus.

In terms of just audiobook, James Marsters did a fantastic job with the Dresden Files books. He IS Harry Dresden to me. He couldn't record one book due to other obligations and they got a fill-in - the contrast was so jarring fans demanded a re-recording with Marsters, and got one.