Having encountered a number of references to Cthulhu in various places over the years, I would like to explore the various works based in the Cthulhu mythos. Out of curiosity, I had read The Call of Cthulhu some time ago, but I don't know much about Lovecraft's other works or where to go next. It's my understanding that other authors have also contributed to the Cthulhu mythos and that it has a number of short stories as well.
How would you recommend going about exploring this?
Given so many short stories, I hope answerers will recommend anthologies which collectively include all the stories they recommend.