If sword & sorcery is the model, then the primary S&S protagonist, Conan, doesn't act in the right way at all. He's supposedly scared of the supernatural but he seems to respond to that fear by immediately kicking the crap out of whatever is causing it, up to and including Cthulhoid monsters.
I actually quite like that book, and I've had it for a long time. I'm also re-reading Heroes of Horror and the GMing sections of my two Call of Cthulhu books, to reiterate to myself the techniques. I've been in the players seat for a while (still am, actually... I'm not sure I'll get a group together for this hypothetical campaign now or not. Although I'm looking around for opportunities) and am a bit rusty. And a lot of this stuff improves as you review it.I would suggest picking up Darkness and Dread for the 3.5 system.

(Dungeons & Dragons)
Rulebook featuring "high magic" options, including a host of new spells.