Dagon: Excellent, but way too short. The Sci-Fi Channel movie "Dagon" was NOT based on this story.
The Statement of Randolph Carter: Also excellent. HP can create more terror in 7 pages than most people in 700 pages.
Facts Concerning the Late Arthur Jermyn and His Family: Very good. I expected the ending to incorporate the Dagon/Cthulhu mythos (it didn't) but I was still pleasantly surprised.
Celephais: Okay. His "dream"-type stories aren't the best. I'm wondering if the galley in the story is the same from "The White Ship".
Nyarlathotep: Sucked. Uh, did anything even happen in this story?
The Picture in the House:Awesome story. Like all of his best, it builds and builds until you're totally freaked out at the end.
The Outsider: Thought I had read this before and I was correct. Very good, even if predictable at the end.
Herbert West - Reanimator: Awesome, even if reading the series together tends to get repetitive.
The Hound: Hm. I put in another HP review that I didn't care for The Hound. But upon re-reading it, I do find it quite enjoyable. Not his best, but not one of his clunkers either.
The Rats in the Walls: Excellent! Very creepy, even though you can figure out what's coming. Tough to read in this day and age cause of the cat's name.
The Festival: Had read this before, but reread it and it was still awesome. You feel as unsettled as the narrator as things progress.
He:
Cool Air: One of my favorite Lovecraft stories. Creepy and terrifying set up with an awesome/gross payoff.
The Call of Cthulhu: What can I say? THE ultimate Lovecraft story of all time. With the most awesomest, bad-assed creature ever. Everyone must read this once.
The Colour out of Space: A tad longish. Could have used some editing. But overall, VERY creepy and the ending payoff hits perfectly.
The Whisperer in Darkness: At 60+ pages, probably the longest Lovecraft story that I have made it through, although it DID slow in pace and get boring in the middle there. He could have cut down on the correspondence section between the 2 main characters a bit. But good overall, and part (kind of) of the Cthulhu mythos. I would recommend reading it, and not skipping over it.
The Shadow Over Innsmouth: Spoke too quickly about Whisperer there. Innsmouth is also 60+ pages and this is the second time that I've read this terribly awesome story. Ranks up there with Cthulhu as a must-read for Lovecraft fans. Fantastic!
The Haunter of the Dark: Very creepy! Fits perfectly with the tone of the other works. And a nice way to end an EXCELLENT collection of Lovecraft stories.

Best Lovecraft collection that I've read so far.