Oo,I Looooove H.P. Lovecraft! I like the Cthulhu mythos stories, but one that really gets at me is "Dreams in the Witch House." I kept looking for that Brown Jenkin for days!
I also like the book Cthulhu 2000 - a compilation of modern authors taking on Lovecraft themes. Know of other new books like that? Published since 2001?