Being a pretty early anthology, it has an interesting mix, including both the obvious genre luminaries (Wells, Poe, Dunsany) and more mainstream authors - EM Forster, O Henry, and a surprising (if not very good) story by F Scott Fitzgerald.
Highlights (tough in a group of mostly excellent stories):
Max Beerbohm's "Enoch Soames"
Wells' "The Man Who Could Work Miracles"
Robert Louis Stevenson's "The Bottle Imp"
Ralph Straus' "The Most Maddening Story in the World" [a better English club story than the Dunsany, despite its all too accurate title]