Other than HPL I've also read all of R.E. Howard's stuff, some C.A. Smith, some by Carl Jacobi. I love William Hope Hodgson and Algernon Blackwood and have just started "The King in Yellow" by Robert W. Chambers. As for the Cthulhu Mythos stuff, I own some books by Brian Lumley but I still have to read them.
What about you?
Suggestions for further readings are welcome, especially for Mythos anthologies not by HPL.