First up, while kind of macabre for the holidays, I've been meaning to get my hands on it for quite some time: Barlowe's Inferno and Brushfire Illuminations.
They're two really stellar books if you can find them. It's next to impossible these days without going online, but it's worth it.
I'm also poring through the collection The Art of H.P. Lovecraft and the Cthulhu Mythos that I'm going to classify as pretty close to a classic, but not perfect.
Frankly, I'm going to have go on the record of saying the big C is way over-exposed now, and has fallen far from the initial monument of mind-blasting madness he was when H.P. Lovecraft first wrote about him.
And while Chaosium, Fantasy Flight and so many other great companies have done the world a great service in keeping his work, controversies and all, in the public eye, the problem is that it's also rendered these unstoppable, cosmic horrors as something defeatable by ordinary humans.
These days, my wife has a hard time seeing Cthulhu as anything more than just a giant walking squid. Sigh. Really, he's quite a scary entity when you encounter him in context... oh, never mind.
My other quibble is extremely subjective, and it's merely that some artists clearly understand the material, and what is horror in fantastic art, while others sadly, miss the boat by miles and would be better off apprenticing themselves to shopping mall caricaturists. But I'm not going to name names.
It's the holidays. :)