High expectations about H. P. Lovecraft

I would love to get into H. P. Lovecraft, but his body of work is so large I don't know where to start (or for that matter what would be a logical sequence to read the books in once I've started).

I'm also open to any suggestions in the same vein.

Get Bloodcurling Tales of Horror & The Macabre: The Best of H.P. Lovecraft. It basically does have all of his best stuff in it.