I can't say that Algernon Blackwood is my favorite eerie writer. I prefer Lovecraft's neo-gnosticism to Blackwood's pagan naturalism. To each his own, I guess. Clearly, I am biased in favor of the former type of story over the latter, although there were many good stories.
So, with the standard disclaimers out of the way:
"An Episode in a Lodging House" - very Lovecraftian feel, including mystic text for doing Terrible Things (publication date 1906 predates HPL)
"The Willows" - can't say that I got into the spirit of this one. It reminded me of pleasant camping trips and hikes, not anything awe- or terror- inspiring. Other people seem to like it though.
"The Insanity of Jones" - an interesting story about karma and supposed justice. I was curious to see whether the central character would choose vengeance or mercy.
"Ancient Sorceries" - this lengthy story about witchcraft and a town's dark history was a good read. I found the love interest to be creepy and added to the atmosphere.
"The Wendigo" - this was my favorite. The Wendigo was what I thought The Willows should have been. The isolation, the dark, unexplored corners of the North, the terrifying abduction, all came together to be really eerie.
"The Man whom the Trees Loved" - if pagans wrote evangelistic tracts, they would be this. I felt that the writer was trying to proselytize more than write a good story. It took up a large portion of the book as well. Caveat emptor...
"Sand" - good use of suspense, realms beyond knowing. This story and the Lodging House really show the source of many of Lovecraft's ideas (who was the inspiration for many other writers such as Robert Bloch and Stephen King, who influence us today).