I have to agree with Nightbreed %150.
Lovecraft Rocks
He is and always has been my favorite weird/horror writer. Get the Del-Ray collections. They usually have several shorts by lovecraft, as well as stories from frieinds and contemporaries of his, not to mention some modern authors who were inspired by him (their stories touch his mythos).
One of them has Jerusalem's lot by stephen King. I was told it was a piece of crap, but read it anyway, and thought it was a great story.
Here are some of the books:
heres one
heres another
I actually have both of these books and have read them into the ground