Just a little primer on the creatures that Lovecraft created...
Azathoth - a being of boundless power and size who mindlessly reigns at the center of infinity
Dagon - a god who fathered a race of creatures known as the Deep Ones, who appear to be part man, part fish. Dagon was not a Lovecraftian creation - he was the main deity of the Philistines
Hastur - a malevolent deity, sometimes called "he who must not be named," because he was known to pop up whenever anyone said his name, usually in a really bad mood
Nyarlathotep - aka the Crawling Chaos, the soul and messenger of the Other Gods (beings whose power dwarfs even that of the Great Old Ones), he has infinite shapes and forms and seems to have a malicious sense of humor
Shoggoths - created by the Elder Things to act as slaves, these creatures could assume any shape with their gooey bodies. A shoggoth is a shape-shifting creature originally created by the Elder Things as slaves.
Yog-Sothoth - the all-in-one god, who envelops all of existence and time, mentioned extensively in the mystical book the "Necronomicon"
( From: http://entertainment.howstuffworks.com/ arts/literature/cthulhu2.htm )