I quite liked most of the tales in that anthology, but I voted for what I consider the best of the best: The Music of Eric Zann, The Rats in the Walls, The Horror at Red Hook, The Color out of Space and The Whisperer in Darkness. I haven't finished the last 1/3rd or so of the anthology yet so can't comment.
The Color out of Space may be his best work that I've read other than the Call of Cthulu.
The Music of Eric Zann is a simple little tale but it's filled with some really evocative imagery. I can still "see" the entire final scene and practically hear the music.