I can highly recommend Charles Stross's The Atrocity Archives; it's an excellent mix of H.P. Lovecraft and grimy British Harry Palmer type spy thriller.
In fact I'm reading a bunch of Stross at the moment1. I have the The Jennifer Morgue, the next in the Harry Palmer Lovecraft series, to look forward to. Once I've finished Ventus by Karl Schroeder.
1bunch is the collective noun for a group of science fiction novels by a particular author, related to shitload; which connotes a great quantity of science fiction novels by a particular author.