I recently bought a couple of the Big Finish Doctor Who audioplays, and I expect to buy a bunch more.
They use the last four actors to play the doctor on TV, plus a bevy of companions, both from the TV series and original. This has the advantage that when they come up with a story, they can pick the most suitable regular cast for it.
The two that I got were _The Marian Conspiracy_, a Tudor historical, and _Storm Warning_, an Edwardian adventure story with an airship and a very interesting alien race. Both introduce a new companion, which is why I bought them first; I thought they would make good points to start out.
After the Hartnell era, there weren't too many historicals on the TV show, but Big Finish has done a fair number of them. After listening to _The Marian Conspiracy_ I'm convinced that historicals are particularly well suited to the audio medium, but at the same time, they are problematic as Doctor Who stories. The advantage that historicals have in audio is that we already have some idea in our minds what the sets and costumes should look like, so they don't need to be described. Their disadvantage as Doctor Who stories is that not only do we know how things are going to turn out, but the Doctor knows as well, which undercuts any sense of tension.
_Storm Warning_ had characters describing what they saw a lot more than _TMC_, which is partly a flaw in the writing, but also a consequence of the kind of story it is. When you have strange aliens and such mucking about, you don't have an immediate picture of what they look like. Nevertheless, it's a very good adventure story, full of wonder and danger. (Though it takes a while to get past a rather long scene of the doctor talking to himself and some exposition dumps.)