I have mixed feelings about audio books because unless I pay 100% attention, chapters can go by and I realize I've been off in my own head and not in the book.

Bossypants was one of the best I've listened to lately, of course anything read by the author in her own voice, especially from a kickass comic, is bound to be pretty engaging.
Audiobooks have become more frequent in my life, between a local library that offers Overdrive, which now has an updated app that will allow me to search and download audiobooks directly to my iPhone. I also signed up for an Audible.com trial that I never cancelled, because I can probably listen to an audiobook a month. I try to save spending my credits for when I hear something is "not to be missed" in audio form, meaning the audio adds something to the experience. For my upcoming vacation, I've downloaded a few so I can just sit on a beach and lose myself in a book.
A few others I would personally recommend:

Bill Clinton - My Life
No matter what your politics, hearing his voice narrate his childhood is very moving.

Phillip Pullman - The Golden Compass
This is done like a radio show, with multiple voices for the characters, and narrated by the author, who has a really great storytelling voice. It far surpasses the experience of reading the print.
What are your favorite audiobooks?