Well, this is THE CAS place. But if you mean, where to start
here, then here are a few pointers.
The stories: for an introduction to Smith's story cycles, read this:
http://www.eldritchdark.com/misc/cycle/index.html
Some of my personal faves are "The Double Shadow", "The Last Incantation", "The Dark Eidolon" and "The Coming of the White Worm". The vast majority of CAS's stories (including fragments and other marginalia) can be found at this site.
You can also find Smith's poetry and prose poetry here, as well as some essays and letters. Other Smithiana includes bibliographical information, biographical sketches, introductions from some of his published collections and samples of Smith's art (drawings, paintings, sculptures). There's a lot to read...