What? Yeah sure I'll start.
In no particular order.
1) Mi-Go: From
Whisperer of the Darkness. The foe in here isn't my flat out favorite, that probably goes to the
the Colour from Outerspace. And it's not nearly as popular or iconic as Cthulu or even our favorite Shaggoth and not even my favorite Lovecraft story, which might be a
Shadow Over Innsmouth or the
Mountains of Madness but overall, the Mi-Go are my favorite Lovecraftian and eldritch critters... even if ultimate they are on the lower end. Not only is there modus operandi and introduction in Whisperer of the Darkness well laid out as a great story itself, the elements of truly classic pulp science fiction, body horror and the cosmic theme of extraterrestrial races that worship these Old Gods beyond our mere mortal comprehension all helps flesh out (hurr hurr) the Mi-Go and their shenanigans and why I am fond of them so much.
I am partially biased also because the only time I truly dabbled in Lovecraftian stuff for a single lone adventure I GM'd, it used these Mi-Go as a foil and they were so formidable, flexible and fiendish that they worked wonderfully into my extended adventure/mini campaign. They're a great intermediary well short of the divine/cosmic horrors that they worship for RPG purposes while still being utterly alien and spooky and terrifying.
2) Beholders: The iconic and largely original Dungeons and Dragons monster. There are other creatures, like Demons and Devils, Aboleths, Illithids and everything in the beautiful Planescape setting, but Beholders alone seem so iconic. From Beyond... or the Far Realm, the less that is known about their origins the better. The main thing is the Beholder truly is the monster of Dungeons and Dragons. Other settings can lay claim to dragons... and dungeons and liches and so forth, but the Beholder or Eye Tyrant and its many variations are largely Dungeons and Dragons. They're powerful individually, craven overall, meticulous and inscrutable masterminds. Utterly alien but rooted in DnD fantasy and with loads of variations, offer plenty of RPG and story fodder. Also the more you learn and read about the lore, especially as a DM, the more wacky and interesting they become and curious you are. Again... low on the scale of eldritch, but truly promising overall when it comes to creativity.
3) C'Thun: Back when WoW was still vanilla and the Gates of Ahn'Qiraj was a thing, when your raid made it all the way to C'Thun… it was a real treat. Delving deeper and deeper into the hive city of bugs and insects who had spread all across Southern Kalimdor, it was quite epic confronting C'Thun itself and the completely off the wall design that the Old God was in comparison to the other more 'conventional' (but still neat) raid bosses. C'Thun was a truly eldritch entity in a fantasy MMO setting and the culmination of a lot of encounters and one very long raid. Along with the nice setup and the culmination of a event as well as being a challenging boss for Vanilla WoW... it's dialogue was delivered more excellently in a spooky voice and there was
one phrase it said that was so surprising that it almost was distracting.
4) Bed of Chaos: It's a tough choice in Dark Souls. I loved the design of Manus, the Father of the Abyss and Aldritch is a pretty neat concept as well as a being who consumed too much, but the Bed of Chaos, the ultimate fate of the Witch of Izalith in trying to ignite a new flame and instead plunging an entire city into a surreal, demon filled hellscape and introducing said demons into the world of Dark Souls... was a pretty big deal. And after delving deeper and deeper into the underground world of Lordran, you finally travel past the blighted caverns, magma filled caves and battling all sorts of fantastic demonic themed creatures and bosses and confront the Bed of Chaos itself... and it's appearance alone is unexpected. Not the hardest Boss... but the build up and subtle minimalist manner in which Dark Souls delivers its lore helps create a great culmination of an adventure and the Bed of Chaos... both in origin and design... is very well done.
5) Hounds of Tindalos: I loved reading this story so much I didn't even realize it wasn't a Lovecraftian story until well after I had read and enjoyed it. It's hard to explain how and why I like the Hounds so much.... but it goes much farther beyond my affinity for canines I assure you. Not only are they encountered after a indelicate journey through time, but the manner of their attack and seeking prey, both avoiding light and emerging from angles and the grime of the world was quite interesting. Often angles and them being at
queer non-traditional geometries and the like. Some of the appeal might just be from the simplicity of the story itself and how it describes its abstract monsters in a very straightforward manner. Often monsters or powerful entities can be restrained by random 'rules' and the like and oftentimes it can be seen as silly or arbitrary but Frank Belknap made it work here I feel.
Plus we don't really know if they're canines... only that they are putridly vile creatures that inhabit the angles of time.