Which is why I would imagine most people find The Silmarillion such a tedious read.
Thanks for the recommendations, Dodens. I'm guessing you're familiar with Lord Dunsany and Robert W. Chambers and that I should go with the Penguins classic of the former. Any other suggestions would be nice.
Lord Dunsany has a lot of material that is quite varied. One thing to understand about him, like most of the early 'weird fiction' writers, is that, obviously, 'weird fiction' did not exist. Dunsany's writing was very influenced by mythology in general (including the Bible), especially early on, and is generally more based in a fantasy style that is meant to invoke the sensation of awe rather than terror, which is why he was as influential on Lovecraft as he was Tolkien. He has an extensive bibliography far beyond what I'm familiar with, however, including numerous novels, but his most relevant material to the weird fiction genre are his earliest short stories contained in the collections The Gods of Pegāna, Time and the Gods, A Dreamer's Tales, The Book of Wonder, and Tales of Wonder, although The Sword of Welleran is also relevant, but is more of a precursor to the sword and sorcery style.
For Chambers, far and away his most accomplished work is his first short story collection, The King in Yellow, and in particular the first 4 short stories in this collection. His subsequent short story collection, The Maker of Moons, is also supposed to be pretty good, although I haven't yet. All of his relevant works are included in an anthology edited by Joshi for Chaosium under the name The Yellow Sign and Other Stories.
I would also highly recommend reading Oscar Wilde's
The Picture of Dorian Gray if you haven't yet. Obviously it's not explicitly 'weird fiction' either, but it is well within the gothic tradition that was a direct precursor to the style, and, to be rather blunt, Wilde is a far more elegant and accomplished man of letters than most of those who write of such things.