Agree @ Whimper of Whipped Dogs. Ramsey Campbell (I think) recalls having called the story "Whipper of Whipped Dogs" at some horror convention only to have Ellison (who was in the audience) throw a chalk at him.
A few more all time favourite stories.
Pollock and the Porroh Man,
the Lord of the Dynamos,
Filmer and
The Door In the Wall. While the first are great examples of HG Wells at his horrific best. Filmer and the door In The Wall defy description. The site features pretty much all the major Wells shorts so knock yourselves out.
Another that's harder to find online (though I am sure its there SOMEWHERE) is
Calcutta: Lord of Nerves by Poppy Z Brite. All you need to know about this story is that it is about a zombie epidemic in Calcutta and it is the BEST thing that Brite who is a bit of a hack has EVER written. Some of the sequences are fantastic not just because they make your flesh crawl but because of the sheer imagination that drives them - like her description of the water logged bodies of people who've committed suicide or drowned in the Hooghly crawling on to the shore and disintegrating. What's astounding is the story (which evokes the city spectacularly well) was written based on Dan Simmons Song of Kali and Geoffrey Moorhouse's Calcutta - Brite says she didn't visit the city at all.