I have read 3 volumes of H.P. Lovecraft stories.
I have enjoyed all of them.
The 3 volumes are:
THE BEST OF H.P. LOVECRAFT: BLOODCURDLING TALES OF HORROR & THE MACABRE
THE DREAM CYCLE OF H.P. LOVECRAFT: DREAMS OF TERROR AND DEATH
THE TRANSITION OF H.P. LOVECRAFT: THE ROAD TO MADNESS