Let's not forget 'Necronaughts' (sp?) Pretty good read...the big reveal at the end seems to turn off Lovecraft purists (meself included...)...but the art is stunning. Plus, Harry Houdini.
Richard Corben has done a bunch of Poe stuff and a fantastic graphic novel adaptation of 'The House On The Borderland' One of my personal favorites...although the book suffers from poor editing (Pretty sure Hodgson was his own editor...) and can be a bit of a slog, still quite a creepy read. Many similar themes to Lovecraft's work IMHO...
And for a good all around Cthulhu reader try out 'Graphic Classics'. They have lots of great adaptations of Poe, Doyle, Wells, London...the list goes on! The 'H.P.Lovecraft' edition feature a number of 'classic' selections and some great art!