E.F. Benson, for my taste, is one of the great wasted talents in weird fiction. Even his best story, "Negotium Perambulans", nearly shoots itself in the foot by rushing its ending, and "The Caterpillars", after a superb start, degenerates into one of the stupidest endings in "classic horror" history.
Interesting remarks about the respective styles of LeFanu and M.R. James. I think that LeFanu is a much more elegant stylist, myself, and I find James's style often clumsy, although it rarely interferes with the power of his stories.
For those minoritarians who take the perspective that Dunsany is really not very good, Gary Lachman offers trenchant commentary
here.