Lovecraft\'s works would mostly be described as short stories or novellas. Very few long pieces, though many of them seem to be longer than they are, due to the density of the prose.
I think I\'ve read everything he\'s written, so I can make a recommendation. I\'ve always felt the best overall survey of his short stories is this book:
The Best of H. P. Lovecraft: Bloodcurdling Tales of Horror and the Macabre It has some of the truly classic stories like The Dunwich Horror, and The Call of Cthulhu, and The Whisperer in Darkness. Still in print, and easy to find.
If you must read something longer, then you could choose one of these:
The case of Charles Dexter Ward At the Mountains of Madness Dream Quest of Unknown Kadath Some titles may not be in print at the moment, but they are easy to find at any used book store. These have been in and out of print for a long time, so there are lots of copies floating around.