From the beginning. The Sirens of Time was released in 1999, and all stories remain either still available on CD or for download. If you prefer a particular Doctor, start with their first adventure for Big Finish (Sirens of Time covers the 5th, 6th and 7th; the 8th was added in 2000, the 4th in 2012). AudioGo also has a secondary series of Fourth Doctor adventures that have been released over the last few years (Hornets Nest was the first). There have also been exclusive-to-audio stories featuring the Tenth and Eleventh Doctors that are still available too.