I like Paul E Cooley and Scott Sigler who have some of their work in audio book at podiobooks
http://podiobooks.com/category/horrordark-fantasy/
My preference for Lovecraft was the HP Lovecraft Literary Podcast which has reading and talks about Lovecraft's work in context with when he lived.
http://hppodcraft.com/2009/06/27/6/
I also like Dean Koontz Odd Thomas books.
Something Wicked This Way Comes by Ray Bradbury