Just thought I'd pop in to say I just placed my first order with Talkingbooks UK. Seemed like a good idea at the time, mainly because they don't require a monthly subscription.
1 out of 3 books bought can actually be burned to cd so far. And it's the cheapest of the three, naturally. The second, the file is too big to fit on a regular cd. The third, the most expensive, refuses to acknowledge the license because of a "script error" of some type.
I've got an e-mail in to their customer service. Not a good way to start a business relationship, especially when they reply with an automated message saying they received the e-mail and it's now an open case with "low priority." Well, yeah, of course it's "low priority" to you. You've already got your money.
/rant
If buying is what you're looking to do, I still recommend you check out Audible (.com if you're in the US, .co.uk if you're in the UK, .de if you're in Germany, and so on). I've been a member for three years and will subscribe again for a fourth year next month. Service has been outstanding...the few issues I've had have been resolved in a matter of 24 hours or (usually) less (except for one time when the technician made a small mistake, and he fixed that within the next 24 hours and apologised far more than necessary for the scope of the mistake).
Once you've purchased an audiobook, you download the .aa file. This will play on many MP3 devices (including all iPods...I have a Creative Zen that plays the .aa files).
The .aa files
cannot be played on CD players, but the software you get free with your Audible account also lets you convert the .aa files to another format (.wav, I think, but don't quote me on that

) and burn them to CD.
Bear in mind that a typical CD can hold only 700 Mb of data, and this is about 75 minutes of audio, so very few unabridged audiobooks will fit on a single CD.
Anyway, you can get one free audiobook by joining Audible, which gives you a chance to see how the whole system works before spending any money. You can't go wrong with something that's free to try! Your account will always remain active so that you can access the audiobooks you've purchased in the future. For example, if your computer were stolen and you wanted to redownload your library to your new computer, you can. (Okay, I'm not foolish enough to think Audible will exist forever, so my entire library is downloaded, and I've burned all my .aa files to CD. But you get my point here: you don't get cut off from your library.)
Audible offers a good discount on one-off purchases by members and monthly subscriptions that give an even better discount.
And no, I don't work for Audible! I just have to say that they're probably the best online vendor I've ever given my custom.