J.D has provided with you a pretty good starting point for the Gothic novel. I have that Oxford University Press book Conn and it is quite a good place to start....
For Radcliffe try Mysteries of Udolpho and possibly The Italian. I've not actually read The Romance Of The Forest yet.
If you really begin to develop a great passion/interest for the Gothic novel you will probably want to dip into the excellent range offered by the publisher Valancourt. You may even get J.D. feeling a little jealous with those ones....
Perhaps... except for
Necromancer of the Black Forest... oi!
Con: yes, that's a good place to start. I warn you, though, that (save for a few spots here and there) Walpole's little opus, important though it is, is almost totally lacking in atmosphere, being written in a sprightly, almost witty style which totally undermines the potential of many of his scenes. So be prepared for dealing with that. (This is what I meant by my statements about abridgement earlier.)
On
The Monk... I don't know whether this edition is the full text or not, as there are many variant versions out there... Lewis himself altered the volume for its second printing, if I recall correctly, to avoid prosecution; and some of the more scandalous passages were only replaced with the discovery of the original manuscript (or most of it, anyway) in a collection; the Oxford World's Classics edition, for instance, follows his original intent save where that is impossible due to lack of original materials, at which point it follows the earliest surviving published version. Several other editions have edited versions of the thing, some quite highly expurgated; so you may wish to look into that before making final judgment on what you think of this particular novel....
Even Frankenstein has two versions floating around out there, as you can see from this bit from Wiki:
Frankenstein - Wikipedia, the free encyclopedia
I've read both editions, and I must say that I often prefer the 1818 edition myself, though the 1831 edition is, obviously, more polished and removes basically all the infelicities of the original writing. It is, however, a bit more diffuse and therefore a bit less potent; but still an excellent novel.
Vathek -- well, I've discussed that one elsewhere. Most editions publish just the novel as it was originally published,
sans "The Episodes of Vathek" (the third of which Beckford never actually completed... though Clark Ashton Smith actually did so), which are often published separately. The Ballantine Adult Fantasy edition reinserts these in the place in the novel they were originally intended to have (Beckford rushed the novel into print when he heard that the Reverend Samuel Henley was publishing an English version (Beckford originally composed the thing in French) without his permission (Beckford's name is omitted from this publication). At least, that is how the story goes; though I have seen disputes on the matter. At any rate, again, Vathek the novel stands just fine on its own, and is a delightful blending of wit and eeriness, very much influenced by the Arabian Nights (which were all the rage at the time, thanks to Galland's translation).
Oh, and just so you are aware: Vathek is not divided up into chapters; it is all one continuous narrative.
By the way... if you'd like to read "The Episodes of Vathek", you can find them online here:
http://www.horrormasters.com/Collections/SS_Col_Beckford.htm
And you can find Smith's completed version of the third episode here:
The Third Episode of Vathek by Clark Ashton Smith