Buying all of David Lindsay's books takes a bit of work. A Voyage to Arcturus is easy to obtain in a variety of editions, but his later books can often only be bought second-hand, often at a high price. Also, a few editions suffer from typos or errors in the text. Here, I've attempted to give what information I can to help you decide which edition to buy. (If you have any additional information, or corrections, please contact me.)
This is the easiest of any of Lindsay's works to obtain in ebook, paperback, or hardback, but it is worth saying that some editions suffer from typos. (I can't comment on any of the many POD editions that have emerged in recent years, but I assume most are put together using some edition of the Gutenberg text.)
Gollancz have kept A Voyage to Arcturus in print in the UK since 1946. Their early HBs (still often available at not-unreasonble prices) did have a very few minor errors ("Leehallfae stroked her chin" on p. 176, instead of "...aer chin" or "...ær chin", as more modern editions have it), but these have been corrected at least since the first PB edition from them. The Allison & Busby and Canongate PBs are good, too. (The Citadel Press edition has the her/aer error.)
The earliest PB edition (and for a while the easiest to obtain) was the Ballantine edition (issued by Pan then Sphere in the UK), and this has a few typos of its own, including the occasional missing quote-mark or comma. But the text in this edition was also modernised, with a lot of minor changes from David Lindsay's original text.
The Bison Books edition, on the other hand, is full of bad typos and OCR errors, at least one of which changes the meaning of a sentence (see my review for more detail). It even has a spelling error on the cover. There's no point in buying this edition.
Easy enough to find in ebook, paperback or hardback. As far as I know, the text is good in all editions.
Audio: There are two freely-available autiobooks of The Haunted Woman. One was first broadcast on the Brighton & Hove Community Radio, and is now available at Archive.org, in 11 parts: part 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, & 11. The other is on LibriVox, read by Phil Benson.
The Xanadu/Carrol & Graf edition, from 1988, is relatively easy to find, though it has a couple of annoying errors where a page or two of text is duplicated (starting on pages 74 and 265). In the case of the first duplication, this is merely annoying; in the second, two pages from the original are actually missing. The Resonance Bookworks paperback, and the Nodens paperback have the correct original text.
There are a few textual errors in The Violet Apple portion of the Chicago Review Press omnibus, The Violet Apple & The Witch: in a couple of places, pages have been set in the wrong order (though the page numbers don't indicate this), and there is a missing portion of text, probably the equivalent of a page of Lindsay's typescript, which should be on page 221. Of the better text, then, there are two choices, the Sidgwick & Jackson HB, or Science Fiction Special 33 (much less easy to find, but cheaper). But, of course, there's no current way of buying The Witch without The Violet Apple, so you might want to overlook the errors.
The hardest to find in first edition. Resonance Bookworks have issued it in paperback.
Only available in one edition, now out of print, both as a PB and HB. Sadly, this means it's an expensive buy.
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