Aside from a whole lot of Stephen King, I haven't read much horror in my life. A year or so ago I got around to reading some Lovecraft, which is a really mixed bag--a lot of his story construction tends to irritate me.
So I'd like to hear some examples of what you guys consider to be really good horror novels/collections. "Lovecraftian" horror would be cool, but I'm casting a wide net here.
I'm also rather interested in the Dreamlands/Hastur mythos stuff for gaming purposes, so works with an interesting take on that would be appreciated.