You have to read this author! I've read four of her books so far, each one a gem. If you only have time for two, start with "The Blank Wall," then move on to "Miasma." Holding is a master of surprise. Even as you read these books you'll find yourself asking again and again how she manages to keep the suspense so intense. I think I know the answer, and I'm dying to tell you what it is, but if I do it'll ruin the stories for you.
BTW, I read most of these stories in old library volumes, some of them first editions. The type from the 30s and 40s was elegant, easy to read, and beautifully spaced on the page. The paper was thick and pulpy, and had a nice smell...something like old construction paper. The books felt like the products of craftsmen. They felt good in my hands.
On the other hand, you could make a good case for owning the recent reprints. The new paperbacks are nicely laid out, and you usually get two books for the price of one. If you're a student of writing you'll want to own them so you can underline and make notes about the technique.