Also, relating to Big Finish, can anyone tell me which episodes I ought to listen to if I want to understand Zagreus? I gather it fits into the Eighth Doctor Adventures.
It's the culmination of the first part of the Eight Doctor main range stories (*not* the Eighth Doctor Adventures stories with Lucie).
Storm Warning
Stones of Venice
Invaders from Mars
Chimes of Midnight (one the best DW story ever!)
Season of Fear
Time of the Daleks
Neverland
Zagreus
This is a minimum list of both the arc-heavy episodes (Storm Warning, the Dalek one and Neverland) and the good ones of the original Eight Doctor and Charlie run. Tbh Zagreus is kinda crap, you won't really understand it anyway and it leads almost nowhere.
After Zagreus listen to:
Scherzo (another masterpiece)
The Creed of the Kromon (shit episode but it introduces a new companion, C'rizz)
Faith Stealer
The Natural History of Fear (that's really good, it should be before Faith Stealer but the more familiar you are with C'rizz voice, the better)
The Last
Caerdroria (important for the story arc)
The Next Life (end of the story arc)
At this point the Doctor, Charlie and C'rizz just have some random adventures here and there. Terror Firma and Other Lives are good, the others I don't know because I got bored. Anyway Absolution and The Girl who never Was are the end of their adventures together.
Everything I didn't list is... Honestly not so good.
If you don't care about the story arc and you just want really good stories with Eight just listen to Storm Warning (or read a summary of it), Chimes, Season of Fear, Neverland, Scherzo, The Last, Natural History and Terror Firma. Especially Chimes, Scherzo and Natural History.