You seem to have an interest in religious texts, so let me share one of my favourite resources with you:
The Internet Sacred Text Archive. It's a bit like Project Gutenberg, but specifically focused on religious texts and on scholarly works about them. I frequently go there, browse around for something that looks interesting, read the first chapter or so, and if I'm hooked, I order a hard copy from a bookstore. I even bought their CD archive just to support them.
If you're curious about Eastern religion and spirituality, Alan Watts does the best job I've ever read of explaining it in a no-bullshit fashion that would be palatable even to a hardened atheist. He clears away enough of the mystical clutter that a westerner can understand what's going on here, but he does so without "killing" the spiritual content of the message - his works are a love letter, not an autopsy. Plus, the dude is just
funny.
Glad to see RAW and Discordianism getting so much love on the GOG forums! Hail Eris!
Along similar lines, Alan Moore's "Promethea" is the weirdest, most mind-blowing comic book you will ever read. Anyone who likes RAW's reality-bending, structure-defying novels should check it out. (Moore cites RAW as one of his major influences, BTW.)
As for Lovecraft, Penguin sells a good three-book series that collects almost all of his horror stories. (I believe the titles are "The Dreams in the Witch-House", "The Thing on the Doorstep", and "The Call of Cthulhu and Other Weird Stories".) If you're a completionist, you'll also want to pick up "The Horror in the Museum" (a collection of horror stories ghost-written by Lovecraft) and "Tales of the Cthulhu Mythos" (which collects some of the most important non-Lovecraft Cthulhu Mythos stories). If that's still not enough Cthulhu for you, you start running out of quality material pretty quickly, but here are a few collections I found decent:
-"Disciples of Cthulhu" has a couple of decent stories, though most of them are dreadful. (I haven't read Disciples II, but general consensus is that it's a dud.)
-New Tales of the Cthulhu Mythos: better-than-average quality stories, and a few gems.
-Dead But Dreaming is widely considered one of the better Mythos collections, though personally I preferred the sequel, Dead But Dreaming 2.
-Someone already mentioned Ramsey Campbell - his early stuff is just painfully awful, but his later work improved a lot. "Cold Print" collects most of his Mythos stuff, but honestly, I'd recommend reading his (technically) non-Mythos novel "Hungry Moon". The plot doesn't quite hang together and the ending is a complete cop-out, but it has enough really effective scenes to be worth the read. And the Lovecraft influence is still obvious.
-I'm not a big fan of Chaosium's "Cycle" collections as a whole, but two of them ("The Antarktos Cycle" and "The Hastur Cycle") had some decent selections that surprised me.
-Some of the short stories in the Delta Green novels are pretty good, though the one full-length novel I read ("Denied to the Enemy") didn't hold up nearly as well. "Dark Theatres" has the only story I've read since "The Shadow Over Innsmouth" that actually managed to make Deep Ones scary again.
-Avoid anything by August Derleth. I have huge respect for the man for helping to make Lovecraft a household name, but he wrote some of the worst Mythos stories I've ever read (apart from Brian Lumley, that is... who pulled off the incredible bad-writing feat of
Mary-Suing the Cthulhu Mythos!) Beware of collections of Derleth's work that are sold under Lovecraft's name (such as "The Watchers Out of Time") - Derleth finished up some of Lovecraft's stories that were incomplete at the time of Lovecraft's death, but they're more Derleth than Lovecraft, and thus more suck than good.
And since we're talking Lovecraft, I'll finish by mentioning the only book I've yet found that is honestly, and in all seriousness damaging to the reader's sanity: "Lonesome Squirrel", the autobiography of Steven Fishman, unofficial librarian of the Church of Scientology back in the 1980s. I found that if I read more than a couple of chapters at a time, I would honestly start to feel like my mind was coming unhinged, and everyone I showed the book to reported the same effect. One friend described it as follows: "It's like that challenge where you try to drink four litres of milk. You think you should be able to do it, but at a certain point your body just says "Nope, I'm done here" and starts vomiting it back up."
So... I guess I'm not recommending the book exactly, but if you're like me and just can't resist the incurably weird, then Lonesome Squirrel is a shining example of it. The whole thing is available for free online
here.