The Old Gods aren't straight expys of the Great Old Ones, but they're definitely inspired by Lovecraft's Mythos, within which Shub-Niggurath, Nyarlathotep, and Yog-Sothoth are technically Outer Gods rather than Great Old Ones like Cthulthu. Most of Lovecraft's work was done in the short story form. Probably the two best collections are Necronomicon: The Best Weird Tales of H.P. Lovecraft and Eldritch Tales: A Miscellany of the Macabre. For short stories I'd recommend starting with At the Mountains of Madness, A Shadow Out of Time, and The Dunwich Horror.