Most of his stories I've found to be more intriguing and tense rather than scary, but I'll admit, I did get a bit shudder-y when reading Call of Cthulhu alone at night. Despite some of his stories being downright lame (I never even bothered to finish Shadow out of time because it just seemed to explain everything) and sometimes flamingly racist, he was still very skilled at conveying atmosphere via text. Thing is, I don't think his works were supposed to be so much scary as they were meant to be disturbing: evoking the sense that we are merely observing the tip of the iceberg of the cosmos, and merely a peek under the surface would boil our brains. That trying to comprehend the incomprehensible is a futile effort. Sure his work has been memetized, illustrated and oversaturated to the point of losing all edge, but the original stories still stand true.