H.P. Lovecraft

Can someone who has read many of Lovecrafts books please tell me which of his works i should read first. Which are the most interesting and will pull me in and never let me stop reading.

http://www.templeofdagon.com/lovecraft-archive/stories/

All of them.

I would start with The Shadow over Innsmouth.  It is a very exciting story.  And it doesn't fall victim to the one complaint that many people have about Lovecraft, i.e. that all of his villains are beyond description.

I'd say go for The Rats in the Walls. That was the first thing I read by him and probably one of the best introductory points. Innsmouth is good, but it can be a bit long for someone not used to his style.

Go for this one: http://www.templeofdagon.com/lovecraft-archive/stories/the-whisperer-in-darkness/ The Whisperer in the Darkness

My absolute favorite.

Later on, try reading The Outsider for a snapshop of Lovecraft before he was Lovecraft.