"I, Claudius" has rapidly become my second favorite historical fiction. It's written by the author as an 'autobiography' of the Emperor Claudius, who had all sorts of troubles in his life -- he was lame and could barely walk, was bullied often as a child and overlooked, his father was most likely killed by poisoning at a young age, he stuttered, and had a variety of other issues. And yet, he survived and became Emperor.
I want to recommend it, since it's excellent especially on audiobook (the narrator is awesome, hilarious, does voices well, understands drama, and obviously knew Roman history well enough himself to cover it very credibly).
But the more I thought about recommending the book, the more I realized you need a lot of background on Roman history to truly appreciate it. It's a great book for weaving together the pieces of Roman history from the end of Republic through to the establishment of the Empire, but you need the background on the Republic, Civil Wars, and early Empire first.
So I thought about it. Here's my recommended order for learning some Roman history, with a mix of links to podcasts, books, and audiobooks --
1. Hardcore History's The Death of the Roman Republic series: Hardcore History is my favorite podcast, with Dan Carlin really bringing history to life. This is the best place to dive into Rome, adn it explains all the tensions and conflict of the late Roman Republic which led to the Civil Wars, introduces you intimately to many of the personalities involved, and is really enjoyable and exciting in the process. It's entirely free, so start here.