How about Roald Dahl? He is much better known for his children's books, but he also wrote awesome adult short stories. They vary from really quite creepy/bizarre to darkly humorous - there's something for every taste. These are just a few good ones you could try, to see whether you like his style: Lamb to the Slaughter, The Way up to Heaven, Genesis and Catastrophe, Parson's Pleasure, Mrs Bixby and the Colonel's Coat.
Also, if you are after something classic yet fun, check out Oscar Wilde. The Canterville Ghost is a delightful novella. And 'tis almost the season to read ghost stories by the fireplace
It would be easier to recommend something if you specified your preferred genre, though.
