RPG setting books can be a ton of fun even if you're not into roleplaying per se. I picked up one of the AD&D Lankhmar books as a kid, and while I love Fritz Leiber, reading those books can immerse you in a richly detailed world in a way that Leiber's original work doesn't quite do.

That probably applies even more to Lovecraft, who's one of my favorite writers, but I know plenty of people who don't like his writing but are really into Call of Cthulhu and other Mythos stuff.