I use iPhone apps by Andrew Johnson. The advantage of apps over ordinary MP3s are the options you have, like "Sleep" or "Awaken", "Long induction" or "Short induction", and the number of times the middle part of the hypnosis is played.
I have ones for Deep Relaxation, Deep Sleep, Positivity, Stress-free, Social phobia and a few others. I don't know if they all do what they're supposed to exactly, but they are at the very least extremely relaxing and enjoyable.