What's next?
I want to give any readers out there a bit more of a Lovecraft foundation than you already have. I don;t think a Mythos reader needs to read all Lovecraft stories, or even start with all of his Mythos stories. Hoeever, I do think you need a bigger start than this.
Lovecraft has some horror Mythos stories that have significantly heavier sci-fi elements. These include The Colour Out of Space, The Shadow Out of Time, The Whisperer in Darkness and such.
On the other had, more traditional horror stories also exist, like The Case of Charles Dexter Ward and At the Mountains of Madness,
I should recommend At the Moutnains of Madness next. However, it's a novella, so I'll skip it for now. Instead, I'll recommend one of my favorites in the classic horror style that's left.
The Haunter of the Dark
http://www.dagonbytes.com/thelibrary...rofthedark.htm
This is one of Lovecraft's final works, and you can see the sum talent of his accumulated skill in it. I actually like it better than The Dunwich Horror. Enjoy!