Regarding Cthulhu:
http://en.wikipedia.org/wiki/Cthulhu
Wikipedia article
http://en.wikisource.org/wiki/The_Call_of_Cthulhu
HP Lovecraft's original short story.
You probably only want it if you're going to playing the Call of Cthulhu RPG, however.
As for me, I have various monsters (all gif, sized for board avatar):
Illithid (rubbish compared to Nemglam's)
Doppelganger wizard