All of these are good choices, and the anthologies are very good places to start. Marvin Kaye's anthologies contain a number of rarer gems - the great Belgian writer Jean Ray for instance - and two of the standard anthologies Wise and Frasier from Modern Library and Hartwell's DARK DESCENT are full of great stories by familiar and unfamiliar writers.
There are a number of lists of favorite/essential/great-but-unknown supernatural fiction in the archive of the Google list alt.books.ghost-fiction. You just have to make sure to go back a few years, because the list is now mostly the province of trolls. Any of the lists by late lamented rbadac are worth pursuing.
One of the founders of the list, William Allison, still has a very useful and informative FAQ for the site, full of links, lists, and valuable information -
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home.epix.net]
Jim