Check your local library. Many libraries have digital audio files in their catalogs that you can check out. Depending on the license the library has for the book, you will only be able to access it for a certain period of time, just like a regular library book.
Check out LibriVox. This site offers free audio book downloads of books in the public domain. The books are read by volunteers, so the sound and reading quality won't be of a professional caliber.
Audiobooksforfree offers free downloads in MP3, iPod and DVD audio formats. Books are available in adventure, detective, horror, classics, children, non-fiction and philosophy. Books are professional quality.