Here's another work that I'm really glad to see is now available on audio: The Three Stigmata of Palmer Eldritch by Philip K. Dick. This is the scariest book I've ever read, in spite of the fact that nothing overtly "horrific" happens in it. In fact, the book apparently scared the author so much that he wrote it in one mad rush and then refused to ever look at it again. It also made China Mieville's Top 10 list, and he remarks, "I went for Stigmata because I remember how I felt when I put it down. Hollow and beaten. I kept thinking: 'That's it. It's finished. Literature has been finished.'"
The story is that in the future colonists are living on Mars, and Mars is soul-crushingly boring. The colonists escape by taking a drug called Can-D, which allows you to play with Barbie-like dolls and believe that you're actually living the life of the doll instead of your own life. Unfortunately there's never enough Can-D to go around. Then the explorer Palmer Eldritch returns from deep space, bearing a new and improved drug, Chew-Z. But is this really Palmer Eldritch, or some sort of alien? Those who take his drug even once find that they've embarked on an acid trip that will never end; every time you think it's over, you encounter someone who bears the three stigmata of Palmer Eldritch -- the glass eyes, the metal teeth, the robotic hand. And no matter how many shifting realities you tumble through, one thing remains constant: in all of them, Palmer Eldritch is God.