Hey, just adding in here that on amazon you can get all of the Lovecraft stories in one ebook for $1.
http://www.amazon.com/Yog-Sothothery-Definitive-Lovecraft-Anthology-ebook/dp/B008BOX0KE/ref=sr_1_27?s=digital-text&ie=UTF8&qid=1386816879&sr=1-27&keywords=h.p+lovecraft
Lovecraft has some really great ideas in his work and also some good stories. Something to keep in mind that I myself had a lot of problems with is that his work is cumulative. In later stories, he references things that were in previous stories in a way that presumes that you know what he is referencing by name. If you were to start with reading the Shadow Over Innsmouth, he talks about Shaggoths being kept in houses. You would really have no idea what that means if you haven't read At the Mountains of Madness.
Falselogic also mentioned it, but http://hppodcraft.com/ is a great resource, especially if you're no loving slogging through some of his stories. They do a good job of summarizing his works and they're pretty funny guys. All their stuff on Lovecraft's work is still up for free.
