Lets all talk about some really cool cosmic horror!
My favorite Lovecraft story is The Call of Cthulhu (cliche, I know) The build up was insanely gripping and the climax of the story just stuck with me and affected me in a way that not many books do.
Edit: We only love his books in this thread! Probably should of had the foresight to lead with this, but unless its vital to the conversation lets try to leave his awful personal life out of this?!