sounds like a great game , i'm tempted .
 

I'll preface this by saying I've read a fair amount of his stories (about half), but not all, so these recommendations are based solely on what I've read.  "The Call of Cthulhu," while not fantastic, essentially encompasses what the Mythos is all about and thus is pretty much required reading.  "The Shadow Over Innsmouth" is by far the best of the stuff I've read.  One of Lovecraft's specialties is short, sweet tales with excellent endings.  For this, seek out "Memory" (which is so short that it's pretty much all ending), "The White Ship," "The Terrible Old Man," The Strange High House in the Mist" (unusually long for this type of story, but worth it), "The Cats of Ulthar," "The Outsider," "Celephais" (I know that should have the two-dot symbol over the i, but I don't know how to make it on my keyboard), "From Beyond," and "The Quest of Iranon."  "Pickman's Model" is also a personal favorite of mine, although you may not enjoy it as much.  On the longer side, "The Case of Charles Dexter Ward" is, as has been mentioned, utterly interminable, but pretty cool if you can slog through it.  On the flip side, "The Shadow out of Time," while possessing a pretty cool premise, is unthinkably slow and boring and should be avoided.  "The Dunwich Horror" is pretty fun; although it's one of the longer ones, it doesn't suffer from the same pacing problems.

Now, I'm sure this will prompt many here to cry blasphemy, but I don't actually find most of Lovecraft's works very scary.  The main meat of the horror (and the reason Lovecraft is so famous) is the idea that humanity is incredibly small, powerless, and insignificant in a larger universe.  Once you get past that, the stories are not very scary on a visceral level.  Exceptions are the aforementioned "innsmouth," to a certain extent "Charles Dexter Ward," "The Temple," "Herbert West-Reanimator," and "The Lurking Fear."

Oh, and as a final note, Lovecraft has one (and only one) humorous story, "Sweet Ermengarde."  It's actually quite funny, which is surprising given his usual style.

Some good stories to approximate to Lovecraft are: Pickmans Model , The Hound or The music of Erich Zann.

They are not very long and I think they have a spooky atmosphere …

Some of my friends liked them though they were not interested in Lovecrafts stories before.