I didn't say it was my favorite. That may still be the pirate musical one. Yes, Six sings!
But we all have our favorite companions - audio, print, and on screen. Evelyn was, in many ways, the prototype for Donna Noble. She's much older than the typical companion, and in every way a match for the Doctor. This one is her introduction. She's been in quite a few of the audios, but it's good to know how they met, and the early early early stories are usually less pricey than the more recent ones.
Also, this link might be of interest. http://en.wikipedia.org/wiki/List_of..._by_Big_Finish
If you're looking for a Cyberman specific adventure, try The Reaping. It's Six, the Cybs, along with Peri ... and Babylon 5's Claudia Christian as Peri's mother.