Crushing your enemies, seeing them driven before you, and hearing the lamentations of their women is fun. But that's only the Swordsmen business. However, there are also the Sorcerers, who are just as important and set the Sword & Sorcery genre apart from simple macho viking fiction.

Players are now so used to lots of magic that just the ability to cast spells does not make an opponent particularly special or frightening in any way. So I like to boost up the eldritch horror element of sorcery that often seems to remain at the sideline in many Sword & Sorcery works and only given a passing nod. But as an aspect of horror games, this is something that isn't exactly easy to pull of well, and I'd like to share ideas and experiences about this subject with you.

Next week I am running Against the Cult of the Reptile God and I want to turn it into a story about deranged hill people who are worshiping an idol they made from giant spider legs and grimlock skulls in their cave in the swamps. There won't be monster with a magic gaze, but just a mad prophet with a magic item as the cult leader. I think this one should be great to introduce the players to some eldritch weirdness.

One very good piece of advice is, that if you want to play Call of Cthulhu, don't let the players know that they are playing Call of Cthulhu! (Obviously only aplicable if you're not running the actual CoC RPG.) The players need to be first made to believe that they are playing a much more mundane scenario against ordinary mortals and possibly monsters that are at home in the natural world (wyverns, worgs, basilisks, ...).
When they actually do encounter the supernatural, I think it's best if there is only some shaky circumstential evidence that something unusual is going on to begin with. Don't just drop a shoggoth or a nightgaunt in front of the characters. Make them see shapes passing in front of the moon and faint noises coming from the sewers at first.

Another thing, that I always consider very important, is to not tell the players what they are dealing with. Never say "you see a shoggoth", always just "a writhing black mass covered in fangs and eyes". Some players may say "I know of a monster called a shoggoth, and this fits the description, but I am not sure they actually exist in this world". Which is okay, because that's also something a character within the game world could say. And even when everyone seems to be quite sure to be able to identify a creature or phenomenon, still don't confirm their strong suspicions.
Names are very powerful. If it has a name, then it also has stats. And if it has stats, we can kill it!
Also, a "wolf man" creature may look like a werewolf and behave like one, but it may have all kinds of unique traits that the players are not aware of. Even if there aren't any, the players can't be sure. If you call it a werewolf, the players will feel asured that they know what it is capable of and how it must be fought, even if in reality this particular creature has very unique traits that are not commonly associated with werewolves. The important thing is not what the players actually know, but how confident they feel about their assumptions. And uncertainty is almost the very definition of Weird Fiction.

Even once the game is over and the players ask what really happened and if their assumptions were correct, I think it's better not to tell them. That only encourages them to take it for granted that everything always has a rational explaination and perfect solution, even if they can't see it right now. The key is that when they encounter a strange phenomenon in the future, they should be uncertain if there even is a complete explaination for what they are seeing.