Has anyone read The Dunwich Horror by Lovecraft? Utterly, utterly terrifying and weird? What did you think?

Also, has anyone seen Penguin's classic horror novels all with lurid yellow covers. I have the complete set. My favourite is probably house on the borderland which is one of the most visionary things I've ever read:

http://en.wikipedia.org/wiki/The_House_on_the_Borderland