I like to fire up Flint Glass' "Nyarlathotep" CD with its associated EP "From Beyond".
Of course, there's always Richard Band's scores for "Re-Animator" and "From Beyond". Divorced from the films they were written for, they're not half-bad as mood music...well, some of the tracks anyway.
A friend of mine also threw together a mix he titled "Infernal Gibberings" with cuts by Forma Tadre (such as Dagon, Celebrate the Cult, The Music of Erich Zann), Evil's Toy (Colours Out of Space, The Old Race) and a handful of others. **** good stuff.