Nightworld. I've re-read this book more than any others in F. Paul's collection (I usually re-read very few books, btw). I liked it so much it inspired me to use it as a background for a AD&D adventure back in the day.
Since I didn't have any stats of the beasties in Nightworld, I had to improvise using the AD&D Deities & Demigods Cthulhu Mythos creatures. I kept the descriptions the same as in Nightworld, however.
Needless to say, it scared the living sh*t out of my friends (who all thought they were macho studs at the time).
http://www.scribd.com/Eniena/d/6044909-A...ock-Mythos