I have enjoyed them on CD, DVD, and dead tree form. I just received The Complete Father Brown Volume 2 in the mail and I plan on enjoying them thoroughly. If you have the time, and enjoy mysteries and detective novels, or have a weakness for old movies, then I recommend them highly.
However, there may be a form that you may not be aware of that you can take advantage of for free: Librivox. These are audio recordings in the public domain, and they don't cost you a penny.
LibriVox volunteers read and record chapters of books in the public domain (books no longer under copyright), and make them available for free on the Internet. Practically, this means we record books published before 1923. All our recordings (including yours, if you volunteer for us) are also donated into the public domain.All you need is a computer and the ability to play MP3 or Ogg Vorbis files. There are titles of every conceivable genre. And, if you so choose, you could be a recording star as well.
At the moment, I'm listening to one of the stories from The Wisdom of Father Brown, The Absence of Mr. Glass.