Just finished Haunted recently, and I thought it was spendid! Not too long but in-depth enough to be satisfying, and as others have said, it's an old fashioned kind of ghost story in many ways. Which is refreshing, as a spooky atmosphere is often more effective than just blood and gore. (Though I do like his more bloody stuff like The Fog as well).
I was lucky enough to get a sort of middle-sized hardback of The Ghosts of Sleath for 99p from a charity shop a couple of months back too, and as that is apparently a kind of sequel, I'll look forward to that.
I think Nobody True will be my next one of his to read though.