I'm a big fan of Ramsey Campbell. I mostly read short stories, since I don't seem to have the time for novels anymore. The one novel of his I read was "Midnight Sun"- it was good, but a little slow. It goes more for a sense of alien strangeness than actual horror. (To be honest, I really only consider short stories to be horror literature- I don't think novels can maintain the mood. But that's another topic...)
I've got a lot of other Campell novels on my "to-read" stack- "The Count of Eleven", "Ancient Images", "The Face that Must Die", but I haven't had a chance to get to them (stupid college classes!). The "Face" book is worth noting because it contains a fairly intense biographical essay in which Campell traces a lot of his writing back to the problems he had growing up with his mother, who was a paranoid schizophrenic (or something similar- I'm no psychiatrist).
For short story collections, I've read "Cold Print" and "Demons by Daylight". You're probably familar with "Cold Print"- it's a collection of his early, Mythos- inspired stuff, and introduced Goatswood, Glaaki, Eihort, all that stuff.
The stories in Cold Print are sort of hit-and-miss. Some of them were written when he was still a teenager; you can see the writing style developing through the book. I think my favorites would be the title piece, "The Tugging", and "The Face at Pine Dunes". Of course, horror is pretty subjective, so it's hard to know what someone else is going to like- what's terrifying to one person can put someone else to sleep.
"Demons by Daylight" is sort of a transitional work between the early Lovecraftian stories and the more personal, psychological stuff that Campbell is known for now. Much of it gets away from the supernatural and often deals with protagonists who are either mentally disturbed, or who are the victim of sinister events that don't have any definite cause. Overall, I'd say I liked half to two-thirds of the stories. Many of them were genuinely unsettling; even the ones that aren't are well-written from a technical standpoint.
Anyhow, I'd consider either of the story collections above to be "essential". There was also a series called "Night Visions" that did some of his stories that I don't think have been reprinted anywhere else. The stories are all pretty good; they're more psychological, "something is out to get you" stories as found in "Demons by Daylight". The volume I have also has Barker's "Hellbound Heart", so it's definately a good buy if you can find it. I can't remember who edited the series; I want to say George R R Martin, but that could just be because he edits everything...
Hope this helps. If there's any specific questions, let me know.
