Thanks so much for the suggestions, everyone. I've got a lot of reading to do this weekend.

Yay, I'm so happy to see someone mention the King in Yellow. I love that and Hastur very much. I also recommend as a side note to non-Lovecraft stories, the Dark Tower series by Stephen King. Such a great story and it has a lot of elements of Lovecraft and some of the art done to around series reminds me of Zdzislaw Beksinski's stuff.

I just read that. Good book. Though it's a shame it changes tone after the first few stories. It would have been really amazing if Chambers chose to go further down the path he started.

It means, literally, that the public owns the works in question. They belong to everyone. Which is excellent, because Lovecraft contributed greatly to our culture.

Personal favorites:
Pickman's Model
Rats in the Walls
Colour Out of Space
Shadow Out of Time
Shadow Over Innsmouth
Herbert West: Reanimator
The Dunwich Horror

Really though, most of his stuff from 1920 or later is worth reading. Some of the early stuff is kinda meh. You can find (almost) everything he ever wrote here, though you can also find most of his fiction in ebook format on Project Gutenberg. The above website also has his poetry, letters, and essays on various topics as well, which are omitted from most collections but are still worth reading if you're a fan. If you want a real live book, I'd recommend reading through the stories, figuring out which ones you like the best, and then finding an anthology that contains all of your favorites.

I've finished the series, and I absolutely love it. I've been meaning to check out the graphic novel adaptation of it. On topic of Lovecraft, I think nearly everyone loves Reanimator haha.

Now that Blackwood was mentioned, I also recommend "Wendigo". Most of us know the supernatural entity already, but this take on it is an early one, and also differs from today's mainstream view.

Also very glad to see the King in Yellow being appreciated, although I must admit the first stories (the proper King in Yellow ones) were the best in that one. There were great moments in the latter ones as well, though, particularly interesting to me was "The Street of the First Shell, if I remember correctly.

And of course the Poet's Paradise, it was such a mysterious piece.

"If but the Vine and Love Abjuring Band
Are in the Prophets' Paradise to stand,
Alack, I doubt the Prophets' Paradise,
Were empty as the hollow of one's hand."

Aand I did not remember that from the top of my head, sadly. : D

I've been reading At the Mountains of Madness, and am enjoying it so far. The physical description of the Elder Things is fascinating. Really makes me wonder what was going on in Lovecraft's head.

Shock at the insignificance of the human species :P

Might I suggest a modern-day, common conspiracy, derivative which elaborates on Stephen King's short story "The Ten O'Clock People"?

http://www.youtube.com/watch?v=L86AAGZ9BBg

Actually Houellebecq wrote a [url=http://en.wikipedia.org/wiki/H._P._Lovecraft:_Against_the_World,_Against_Life]nice little biography[/url], about what was was going on in Lovecraft's head. (I don't like houellebecq much, but this little essay was quite cool.)

Robert Bloch wrote a cool hommage to Lovecraft, a novel titled "Strange Eons", very cthulhu-focused.

As as far as similar atmospheres go, I also suggest Gustav Meyrink. In particular his brilliant fictionnal biography of John Dee, titled The angel of the west window. Really cool, bewitching, novel, with a strange heavy oniric atmosphere.

And hadn't Tolkien also written a little text reminiscent of "the silver key", about himself finding the abstract gate to some parallel utopian dreamworld lost in childhood, or something like that ?