As Doc mentioned- Le Fanu (Carmilla and other stories)
Robert Louis Stevenson (Dr. Jeckyl & Mr. Hyde)
Oscar Wilde (Dorian Gray and other stories)

I have Oscar Wilde, but not the others. Thank You.

Are Ambrose Bierce or Saki worth reading?

Absolutely!

Though it's not horror, Bierce's Devil's Dictionary is indispensable.

I've got to get to Border's! Thank you.

The King in Yellow- Robert W. Chambers
Anything by Dunsany
anything by Theodore Sturgeon

I always thought The King In Yellow was a Lovecraft creation. I'd love to read the original story. Thank you.

Try to give Le Fanu a go. My copy of his short stories is well read.
Can I also reccommend The Yellow wallpaper, by Charlotte Perkins Gilman. (it is actually a collection of short stories) Not so much gory as a description of the downward spiral into madness. Wonderfully gothic x

Sounds interesting. Thank you.

Picked up The Devil's Dictionary (my daughter told me to get it about 5 minutes before you did). FANTASTIC!! Thank you for recommending it.