For some weird reason, I've always been fonder of the derivative works and the parodies.
Like
The Misadventures of Hello Cthulhu! And
Tales of the Plush Cthulhu!
And, of course, the whole lot of Mythos plushies, of which this guy seems to
have the entire set and a website entirely devoted to showcasing his collection. I admire his dedication, especially since it can't be cheap to ship those things to Japan*.
Plus, there's some excellent mash-up pro and fan fic, like the abovementioned Charles Stross'
A Colder War, or Neil Gaiman's
A Study in Emerald.
And some very dedicated person has spent at least 10 years of his life collating all the available original and derivative Mythos material onto a website:
The Cthulhu Mythos on the Internet, which is apparently part of an even bigger site that has guides to everything you could ever want to know about Lovecraft overall.
I recommend the excellent fanfiction story listed there,
Shadow over Westchester by Kerrie Smith, which is a very good X-Men/Mythos mash-up. There are, apparently, also Star Trek, X-Files, and Daria crossovers which morbid curiosity may compel me to read when I have some free time.
* I once looked up shipping to Canada for the ones I wanted most. It came to significantly more than the actual cost of the plushies themselves.