Planets and Dimensions (much, if not all, of whose content is available on this site) and the Arkham House
Selected Letters are the best sources I know for CAS's literary opinions, in general, and for his views of the writers Geoffrey mentions, in particular.
In brief, and largely from memory:
--M.R. James: The only one of the four whose work CAS formally reviewed. CAS views James very highly, which is interesting, since their literary styles are at antipodes to one another.
--Arthur Machen: His classic early work CAS much admired, but not uncritically. Lovecraft had to talk CAS out of his excessive early admiration for
The Great God Pan, and into a greater appreciation of the much subtler "White People".
--Lord Dunsany: CAS stated that his admiration for
A Dreamer's Tales and
The Book of Wonder was second to none, but that he did not care so much for
The Gods of Pegana. This is interesting, as some seem to think that
Pegana formed a template of sorts for CAS's fantasy. CAS, I think, disliked being thought of as an epigone of Dunsany's.
--Algernon Blackwood: Of the four authors, CAS seems to have liked his work the least. Of course, CAS appreciated Blackwood at his best, but he seems lukewarm about him, overall, and he makes more critical remarks about him than he does about the other writers.
K_A_ Opperman writes:
Quote:Personally, I esteem Dunsany less than the other three--but that's just me.
No, it's definitely not just you. ;-)