Re: What would you like to play in Call of Cthulhu?
The Conan stories loosely tie in to the Cthulhu Mythos, bizarrely (Howard and Lovecraft were part of a group of authors who regularly corresponded). The description of some of the 'old gods' in Howard's Conan stories definitely have similarities.
‘The nameless, forgotten ones. Who knows? They have gone back into the still waters of the lakes, the quiet hearts of the hills, the gulfs beyond the stars. Gods are no more stable than men.’
Soon your ghost will talk with the ghosts of the Dark Land, and they will tell you of the old gods which are not dead, but sleep in the outer abysses, and from time to time awake.
That said, I'm a big fan of more pulpy Cthulhu, either classic 1920s or the 1930s. I have a slight preference for the 1930s (slightly more reliable technology, particularly aircraft). Coincidentally, the 1930s are also the setting for most of the (excellent) Sherlock Holmes pastiches by Mythos author August Derleth: the Solar Pons stories.