As a group, I like the Averoigne stories* a good deal more than his stories in other settings, many of which seem to have plots so much alike that they blend together in my mind—although there are a few like "The Last Incantation," "The Death of Malygris," and "The Return of the Sorcerer" (this one partly because it seems such a departure from the rest) that stand out and above the others—and I would recommend any of these to anyone who enjoys weird fiction.
But I don't really like to rank my favorite stories for the simple reason that I am an inveterate rereader and my relative opinion of stories I hold in high regard tends to shift around according to what I have read most recently, as new reasons to esteem a story may occur to me with each rereading or I may be reminded most vividly and poignantly of things that had dimmed a bit in memory since the last time. The usual result is that whatever I have just been reading rises toward the top. If I gave you a list today, and another in a few years, there would probably not be much consistency between them.
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*For those looking for titles to seek out, these would be (in order of publication—not ranked): "The End of the Story, "A Rendezvous in Averoigne, "The Maker of Gargoyles"," "The Mandrakes," The Beast of Averoigne,""The Holiness of Azédarac," "The Colossus of Ylourgne," "The Disinterment of Venus," "Mother of Toads," and "The Enchantress of Sylaire."