OTRCat is great. OTRNow is a bit better, I think.
Their collections tend to be a bit more complete, and they often combine shows with a small number of episodes on one disc. For example to get The Creaking Door
and Dark Fantasy
from OTRCat you have to get two discs but OTRNow combines them on one.http://www.otrnow.com/store/collection.htm
There are several other sites I've bought stuff from; I'll look around for those later.
I love these old shows and often listen to them on my daily commute. Somewhere I've got links where you can get some of the harder to find stuff like The CBS Radio Mystery Theatre
from the 70's and the original Hitchhiker's Guide to the Galaxy
BBC series. If you're interested I look around and try to find them.
For the record: the Quiet Please
episode "The Thing on the Fourble Floor" is probably the most unnerving thing I've ever encountered. Here's an MP3 of it, but I'm not sure if this link will work... http://www.quietplease.org/mp3/60.mp3
EDIT: 'Tim's Old Time Radio' is another site where I've bought lots of stuff.http://timsoldtimeradio.com/