I read Neonomicon. I won't say I enjoyed it, but it was definitely interesting. If you're considering reading it, just be warned it's REALLY graphic. Rape and stuff. Fully depicted. To say more would be spoilery.
I don't think anything I've ever read by Alan Moore could be described as fun or pleasant. ...V for Vendetta (movie was tamer), From Hell, Lost Girls...
Have you read Smax
? I mean, it still has off panel rape and horrifying depictions of death and violence, but, in between those parts, it's a pretty fun parody of the fantasy genre.