Deliciously weird atmosphere. Episodic format. Radical plasticity of character. Characters emerge from the environment and merge into each other. Imaginative.
Italo Calvino - Invisible Cities (1972)
Relentless imagination. Language and visual aesthetics. A model for the intersection of weirdness and meaning. Institutions and materials emerge from the dreams and psychoses of groups.
William Hope Hodgson - The Night Land (1912)
Style can be substance. How far can you push the limits of weird? Every world must have at least some pocket like the Night Land, and inscrutably old threat with boundaries beyond observation. Someone has a better imagination than you - you need to work harder. Among the best atmospheres.
Clark Ashton Smith - Zothique, Hyperborea, and planetary stories. (1926-1935)
Firehose of imagination. Style, space wizards, novelty, quality. One of the best prototypes of what 20th century fantasy could have been like. There's a lot to say about C.A. Smith - you probably already know the appeal.
A finest vintage for connoisseurs of weird planets and alien interactions. Sinking feeling of lovely horror. Look here for the limits of your species, human.
H.P. Lovecraft - all weird fiction (1919-1937)
At his best, a model for peeking at the elephant of otherworld threat. Wilbur Whateley, the hillbilly wizard in Dunwich Horror, is a fabulous example of how we have yet to exhaust the magician concept. Placing the cosmic in a familiar setting.
R.E. Howard - Conan stories (1932-1936)
A perfect blend of weird imagination, momentum, and mode of adventure. Violence and lust with alien gods and grimacing wizards.
M. John Harrison - The Pastel City, A Storm of Wings (1971, 1980)
Maybe not an outstanding literary achievement, but overall this is a great model of how a successful Vance-inspired gaming campaign would look. An ideal blend of imagination, pacing, characters, accessibility, and mode of adventure. Digging through the scraps of mankind's spectacular failures. Fast, fun reading.
Jack Vance - Durdane, Dying Earth, Demon Princes, Tschai, Dragonmasters (1950-1984)
Where to start? Perfect characters. Style. Language. Imagination. The Dying Earth series provides one of the first and best templates for an old planet, and it is one of my favorite models for the culture of magicians. Durdane and Tschai are just incredible settings. The alien colonization and evolutionary themes in Tschai and Dragonmasters in particular have been very inspirational to me. The Demon Princes series is the greatest guide for the construction of villainy.
George Macdonald - The Princess and the Goblin (1872)
I love goblins, and they are at their best here. Goblins are all over my games so I have to credit this source. This book also has a nice early imagining of a dungeon adventure. Tasty, dreamy quality.
Lord Dunsany - all fantasy work, especially Book of Wonder (1905-1926)
Style and language. Where fairy tales and dreams intersect. I want stars, moss, and woodsmoke at my table. Dunsany is peerless when it comes to fantasy imagery.
A.E. van Vogt - World of Null-A (1948)
Nice, compact model for weird psychological interplanetary intrigue. The best elements of P.K. Dick long before P.K. Dick. I like the mix of ingredients in this weird, fast-moving bit of sci-fi.
Stefan Grabinski - Dark Domain, Motion Demon (1918-1930)
Atmosphere. Darkness and snow. Haunted machines. Demons. Witches. You probably haven't read Grabinski, but you should.