Learn Out Loud has complied a list of audio and video titles that feature Dr. King’s speeches. Click here to access this resource.
I would highly recommend the three-volume set by Taylor Branch (featured on their list of resources) that is available in either CD or book format. The latter includes a good number of pictures. It is a lot of listening (or reading) but it is never boring: it is the Sixties after all, with the Kennedys, Johnson, Vietnam, and Civil Rights. This series will mesmerize you.