'Shadow Over Innsmouth' is my personal favourite story, I recommend that one first.
I adore Lovecraft, but some of his stories are a massive yawn (hey, you can't win them all).
EDIT: Yep, he was incredibly racist, sexist and a complete shut-in, but hey, the creator of James Bond and my grandfather were two for three! Really, if you're plumbing the depths of the Necronomicon for morality then you're doing something wrong.
I adore Lovecraft, but some of his stories are a massive yawn (hey, you can't win them all).
EDIT: Yep, he was incredibly racist, sexist and a complete shut-in, but hey, the creator of James Bond and my grandfather were two for three! Really, if you're plumbing the depths of the Necronomicon for morality then you're doing something wrong.