Anderson, Poul. THREE HEARTS AND THREE LIONS; THE HIGH CRUSADE; THE BROKEN SWORD
-- only the first, and I wasn't that impressed.
Bellairs, John. THE FACE IN THE FROST
-- no.
Brackett, Leigh.
-- several novellettes and short stories; Leigh may be my favourite fantasy author of all times. I don't know why people are unfamiliar with her works. They are very, very good. Start with The Sword of Rhiannon and the Book of Skaith, or get the Sea-Kings of Mars anthology from the Gollancz Fantasy Masterworks line (which contains the Rhiannon story as well).
Brown, Fredric.
-- no.
Burroughs, Edgar Rice, "Pellucidar" Series; Mars Series; Venus Series
-- some of the the Mars books, but nothing else. Pretty good stuff, although I have known better.
Carter, Lin. "World's End" Series
-- no, and having read his Conan pastiches and a few more, I don't particularly wish to.
de Camp, L. Sprague. LEST DARKNESS FALL; FALLIBLE FIEND; et al.
-- no, and see Lin Carter.
de Camp & Pratt. "Harold Shea" Series; CARNELIAN CUBE
-- no.
Derleth, August.
-- yes, and not impressed either.
Dunsany, Lord.
-- numerous short story collections, all of which were good reads.
Farmer, P. J. "The World of the Tiers" Series; et al.
-- only some of the et al.
Fox, Gardner. "Kothar" Series; "Kyrik" Series; et al.
-- no.
Howard, R. E. "Conan" Series
-- probably everything available in print, except his oriental and non-fantasy works.
Lanier, Sterling. HIERO'S JOURNEY
-- no.
Leiber, Fritz. "Fafhrd & Gray Mouser" Series; et al.
-- whole series; quite good!
Lovecraft, H. P.
-- yes. Dream-Quest for Unknown Kadath is one of my favourite fantasy stories; very vivid and imaginative.
Merritt, A. CREEP, SHADOW, CREEP; MOON POOL; DWELLERS IN THE MIRAGE; et al.
-- Merritt is another great forgotten giant, if a bit predictable in his writing (all his books I know recycle the same concept and characters). Dwellers in the Mirage is the best of his novels.
Moorcock, Michael. STORMBRINGER; STEALER OF SOULS; "Hawkmoon" Series (esp. the first three books)
-- yes, although I consider Moorcock someone best read when you are sixteen; since then, a lot of the coolness of the Elric series has been lost on me.
Norton, Andre.
-- no.
Offutt, Andrew J., editor SWORDS AGAINST DARKNESS III.
-- no.
Pratt, Fletcher, BLUE STAR; et al.
--no.
St. Clair, Margaret. THE SHADOW PEOPLE; SIGN OF THE LABRYS
-- no.
Tolkien, J. R. R. THE HOBBIT; "Ring Trilogy"
-- yes, of course.
Vance, Jack. THE EYES OF THE OVERWORLD; THE DYING EARTH; et al.
-- once again, great, and important for understanding D&D's spirit. Gary didn't mention his PLANET OF ADVENTURE quadrilogy, or only included it in the "et al.; nonetheless, it is his best aside from the Dying Earth/Cugel stories. I can't say I liked Lyonesse, too high fantasy for my taste.
Weinbaum, Stanley.
-- no.
Wellman, Manly Wade.
-- no.
Williamson, Jack.
-- no.
Zelazny, Roger. JACK OF SHADOWS; "Amber" Series; et al.
-- no.
*****
Looks like I've read disappointingly little from the list, but at least found some of the real gems, the stuff you rarely encounter nowadays.
If I were to assemble a reading list, I would also include the following two people:
Moore, C. L.: Northwest Smith & Jirel stories (for sensuous planetary romance and sword&sorcery, respectively; the latter is also a great case study on creating a proper warrior princess...

)
Mundy, Talbot: KING OF THE KHYBER RIFLES (and probably et al. as well): this is a very recent read; Mundy was one of the people Robert E. Howard and his contemporaries were inspired by. Mundy wrote mystical pulp fiction; and since he had travelled the British colonies extensively when he was young, and lived the life REH could only fantasise about, he comes off as much more authentic, not to mention a lot less racist than the famous Texan! The character of Yasmini the treacherous and almost godlike oriental princess, in particular, is a great, great character who would doubtless inspire many DMs.