I thought the setting was best demonstrated in The Laughing Corpse. There were so many great ideas and nuances in that book.

That said, I prefer my monsters undercover, hidden away with only a few members of society aware of their existence. I loved it when Anita came across some really obscure creature like nagas or lamias. On the other hand, I now think she's gone overboard on that, what with her werehyenas, werecobras, werelions, werebears, werefoxes, wereswans, weretrilobites... Aren't there are any humans left in St Louis?