I have been fortunate in having read all of these stories except two: Paradoxes from Hell and Sardonic Mundane.
I voted for "The Shadow, The Darkness" based solely on memory. I haven't read it since It was first published, and I can't find my copy of 999. (probably in storage). But I do remember it was a longer story that had to do with a character's realization of 'an all consuming, roaring blackness" that pervaded everything. It conjured up images of 'The Nothing' in Warner Bros film "The Neverending Story", but without the happy ending, of course. Smiley
I would also like to mention that the denouements in 'Charnelhlouse of the Moon' and 'The Real Wolf' are outstanding. The latter story also has an interesting use of the puppet theme. It is not a perfect story, but I really have a weakness for this one. A first person narrative by a werewolf talking to the moon.
If you can ever get hold of copy of Crypt of Cthulhu #68, do it! It is full of Ligotti material that is difficult, if not impossible, to find anywhere else. I got a copy on ebay for $2.50! I still can't believe it. 'Ligotti' was not used in the item description - which helped. I recently bid on a copy of Grimoire #2, that contains Sardonic Mundane. It finally sold for $227.00! Ouch. So much for that story. 'Ligotti', as you have probably guessed, WAS used in the description of this item.
I think you can still get back issues of the Weird Tales Magazines that contain TL's stories. Try their website at:
www.dnapublications.com