I've made it a point to actualy not read any work by the people who have written themselves into the Cthulhu Mythos. Not that I won't eventualy, Lovecraft himself wrote his stories into the worlds of his fellow writers so I can't hold it against them. I just want to read Lovecraft right now though, and not just stories in his setting. I'd recomend A Shadow over Innsmouth as a good Lovecraft work if you likes suspense and twists.
I would consider having the person pray to Dagon, or Cthulhu, or one of the many other gods, but who in their right mind would actualy try to pray to a fictional character to find out if the results work or not?