I have found all the Teaching Company material useful. Robert Greenberg does an awesome job on the history of music CDs. They are great to listen to during commutes.
I highly recommend anything they do. (I haven't seen the art yet, but I'm sure it's great too.)
I've probably bought upwards of 30 courses from them over the years. I had a fairly narrow, science-based education so I've used the courses to fill in the Humanities gaps. In fact I've turned into such a history nut that some of my colleagues have told me I should go back to school to get a History Ph.D.! Bit late for that, I'm afraid.
Greenberg is great but my favorite professor of all is Rufus Fears of the U. of Oklahoma. He's an unapologetic advocate of the Great Man (or should I say Great Person) theory of history and is a spellbinding lecturer. He just released a new course on Great Books which I plan to pick up soon.