(I only skimmed the thread, so there may be some dupes here from previous suggestions.)
AuntiePam, if you like The Anubis Gates, be sure to read The Stress of Her Regard if you haven’t already done so.
Night Shade Books just put out a volume of David Drake’s early horror stories, called Balefires. It’s a good collection.
Ship of Fools by Richard Paul Russo is the novel that I bet Stephen King wishes he could have written.
And now for a few old-school recommendations:
Arthur Machen. Get a best-of collection. Chaosium put out a couple of volumes, but I don’t know if they’re still in print.
Dover Books should have a best-of volume of Algernon Blackwood.
Dover Books should have a best-of volume of Arthur Conan Doyle’s horror.
William Hope Hodgson’s work is of exceedingly variable quality, but his good material is very good indeed. Night Shade Books is issuing a very complete set, but there are other publishers that have smaller volumes. Try Wildside Press.
Tim Powers has a volume of short horror fiction called Night Moves and Other Stories.
Lovecraft, of course.
Clark Ashton Smith, of course.
Robert E. Howard (the Conan guy) also wrote a lot of horror. Try Wildside Press.
Ambrose Bierce. Get a best-of collection.
John Collier. More “contes cruel” than horror qua horror.
David H. Keller was a psychiatrist who wrote weird fiction.
See if you can find any anthologies of material from Weird Tales magazine.
Midnight House publishes lots of horror. I have several volumes on my to-read list, so I can’t recommend them yet, but you might want to take a look at their offerings.
Francis Marion Crawford. Try to find a collection called For the Blood is the Life.
Robert Bloch (the Psycho guy). Try to find a best-of collection.
Lafcadio Hearn.