I was shocked to find that we didn't already have a thread running for Lord Dunsany! One of the originators of the weird and a huge influence on Lovecraft and Machen.

Almost all of his work is in the public domain and available for free in HTML or e-book formats.

Also, Greg Gorgonmilk is publishing his work on Lulu in good, cheap paperbacks

http://www.lulu.com/shop/lord-dunsany/dunsany-mythos-1905-1906/paperback/product-22973157.html

He'll have more public-domain authors (HPL, CAS, David Lindsay, Robert Chambers) in the future.