Dr Acula wrote:
The Illiad and The Odyssey by Homer are fantastic tales that involve horrific elements. Hesiod's Theogony & Works and Days are great ancient sources for other mythic stories in western culture, with plenty of stories you'll remember from elementary school. I also had a post about one of the earliest ghost stories on record from Phlegon's Book of Marvels, which was kind of a "Ripley's Believe It Or Not" of the ancient world, and is worth tracking down.

http://monsterkidclassichorrorforum.yuku.com/topic/32793/t/Philannion-Ancient-Greek-Ghost-Vampire.html

And you can't got wrong with Beowulf - carnage and adventure awaits!

Good call on The Odyssey for fantasy, adventure, and sword & sorcery fans. The Illiad... more a war adventure/testosterone competition interspersed with a lot of short tales or visits from the gods like in Clash of the Titans. For the other tales, Ovid is a good source, or better would be a modern book that lays out the stories. Hesiod is so zzz.