Mythos fiction is some of my favourite fiction, but you have to admit it's dark. The setting comes with the explicit knowledge that some day, probably sooner rather than later, the stars will be right and the Great Old Ones will rise. The human race will collectively go mad under Cthulhu's psychic influence and turn on each other in ecstatic slaughter. If we survive at all, it'll be as just another lowly servitor race to Big C. And with the Mi-Go interested in Earth's resources, shoggoths hating us for not being them, Lloigor malice, Nyarlathotep's games, etc.... that's probably the best outcome we can expect. Dark.
Something I enjoy is taking nihilistic settings like this one and extrapolating what they would be like if we solved all the existing problems. And introduced a few new ones so they're still interesting to play.
Your mythos may vary. There have been so many writers involved that you have to to pick and choose. Lovecraft gets in, obviously. Also Ramsey Campbell, Frank Belknap Long and August Derleth (although I don't give any credence to his shuffling of Great Old Ones into neat elemental associations).