Here are some pointers for those of you who don't see the game as an ultimate adventure in lovecraftian horror.
1) Read Lovecraft's work. If you don't have the time or you just hate reading (wich would be ironic since you ARE reading while playing the board game) just buy or download the audio books. I read The Call Of Cthulhu, Pickman's Model, At The Mountains Of Madness, A Shadow Over Innsmouth and The Dunwich Horror and I consider them some of the best horror stories ever. And when I think that they were written in 1930-something, I get blown away with a big "WOW".
2) Whenever a player get's an encounter, read the card (not out-loud), make the checks, draw what cards you get as a reward and then start telling a dramatic story (we call them cutscenes) where you explain what was on the card and what you got. For example : Let's say you drew General Store - "Hey, you dropped this!" A young street urchin hands you an item and then scampers off. You don't recognize the item, but the boy is already gone. Draw 1 Common Item.
Let's say you drew Food. You say something like "While I was looking at the items in the store a boy told me I dropped something. I bent over to see what was on the floor. It was a package. The boy then ran off. I unraped the paper around it. I appeared to be a sandwich someone probably wanted to eat on their lunch break and dropped by mistake. I was feeling uneasy about eating it, but I decided to keep it, who know, it might come in handy later."
3) When you fight a monster, don't just encounter it, do the horror check and then the fight check. Do something like this: The creature was horrifing, (this is when you describe the monster). The mear sight of it made me sick to my gut. It took some courage but I decided to use the strange sword I had aquired in the other dimension (if you earlier got a sword as a draw card while in an Other World) and stabed the creature. There was blood everywhere and the creature made a horrible sound. While it fell, it hit me with one of it's tentacles. I decided to take the creature's corpse and hand it over for study at the university.
This means that you passed the Horror Check, and the Fight Check but the creature had the Overwhelming ability. You take the monster as a trophy after the battle.
4) Come up with dialogues when encountering an NPC (such as the boy on the Encounter Card) or an investigator. Whenever an investigator hands you an item, like say..a gun, that player sais: "Here, you need this more than I do" I handed him the gun I had. Felt sorry for the poor guy, all alone in a town like this, trying to figure things out by himself and with no way to defend himself.
5) Play music. Make a playlist on your phone (or in my case my PSP) specificly for the game. When you fight a monster, have a spooky encounter, battle the Ancient One and so on,play one of the songs you think will be apropriate.
6) Finally, when finishing the game, come up with a really cool ending. If you lost, don't just say the world is doomed. Instead say that you (as the last investigator to be killed) was taken to the asylum or something. Make a plot twist like lets say one of the other investigator's body was not discovered. He was in fact working with the cult. And at the very end before saying your final lines or even afterward play a song from your playlist (I used One More Soul To The Call from the SH5 sountrack cause I belived it suited the bad ending and plot twist)
Also, stay true to Lovecrafts work, dont turn the game into a Gears Of War or Resident Evil clone, Make it mysterious, play songs that belong in the story, and ALWAYS even IF you win, make a creepy ending where the hero didn't realy win, he just thinks he did.
Well, hope this helps.