Check out
http://librivox.org/ - it's the audio version of Project Gutenberg. Free audio books of old stuff. Plenty of good stuff to be found, although I admit that it can be spotty, quality-wise, because they're fan-made.
I listened to Dorian Gray and it was done well.
Then I listened to Mary Shelley's "The Last Man," and it was less good. It's an extremely long/slow book, and each chapter is read by one of several people. Some of them were pretty good, some of them were OK, and at least one was TERRIBLE.
In terms of comedy albums, two words: Mitch Hedberg.