Unfortunately, Audible is the biggest audio book retailer and does have the largest selection by far. There are a few other options you can look at though.
The first thing you will want to do is visit your local library. There is a program called NetLibrary.com that local libraries can sign up for, many have, and yours might already have, that will get you eAudioBooks for free
Full length, CD quality, totally legit. You check them out for 30-days at a time. The selection is not the best if you are a SciFi/Fantasy fan, but they do have 1000+ titles to choose from right now and are growing. And for free, you can't beat it.
NetLibrary uses FairPlay WMA audio. The problem here is that Windows Media Player Mobile sucks giant, sweaty, hairy donkey balls when dealing with any file over 10 hours long (well, it sucks in general, but more so with audio books). But a quick trip to the Doom9 forums will yield FairUse4WM which will, once you have a valid license for your audio book, strip the DRM off so you can use Pocket Music or TCPMP to play the WMA. Or you can convert it to MP3, or whatever. Just don't pirate it. Listen and delete.
There is audiobooks.com Par-per-listen service:
http://www.payperlisten.com
...but I have never used them. It appears to be legit, and MP3 downloads to boot. Selection looks okay, and the prices are roughly hardcover prices or a bit less.
Other ones I know of:
http://www.simplyaudiobooks.com/Lear...wnload/dp/136/
iTunes carry audio books (in fact, it's the only way to get Harry Potter legitimately online).
http://www.audiobooksforfree.com/screen_main.asp ... which deals in classics and independent press like literature. You can get a LQ sample for free (8 and 16 kbps), but pay for HQ or media.
Most of the big audio book makers usually deal with Audible though. So if you want the best selection you have to deal with them... and there are ways of converting Audible book into MP3 by the way
You just have to look around.