If you've ever listened to old radio shows or audio books then you will find BBC 7's 7th Dimension quite enjoyable.
Mostly told in a mult-part format with thirty minute episodes, the show has a serial feel to it.
I've started listening to 7th Dimension this week and I'm really liking C.S.Lewis' Perelandra.
I see that there's a Dr. Who show on Saturdays and a Twilight Zone show on Sundays, as well.
And if you have a PSP, like me, I have only one thing to say to you: Replay Radio.