The Call of Cthulhu was amazing, for starters. Lovecraft has a strange writing style, but once you get past that into the story, it's incredible.
The only part that confused me was towards the end (spoiler) where he described R'lyeh with angles that behaved wrong, and then there was Cthulhu. :DDD
One of the greatest works of Fiction I've ever read. I loved it, and I recommend it.