Lovecraft had created many great old ones in his writing as well as taking some from other writers of his day as well as mythology, and since then tons more have been added by the legion of writers who base stories on his work. Most have odd sounding, or even nearly impossible to pronounce names. Just for a kick I'm going to list as many as I can, along with any nicknames they may have. here goes:
Cthulhu
Azathoth (Blind Idiot God, Deamon Sultan)
Hastur (the Unspeakable, He who should not be named)
Shub-Niggurath ( Black Goat of the Woods with a 1000 young)
Ithaqua (Wind Walker, Windigo)
Atlatch-nacha (Spider god)
Yig (Father of Serpents)
Hypnos (God of dreams and Sleep)
Bast (Cannible Godess of Cats)
Abhoth (Source of Uncleaness)
Daoloth (Render of the Veils)
Yog-Sothoth (the All in One)
Nodens (Lord of the Great Abyss)
Nyarlathotep (the Black Man, the Crawling Chaos)
Zuchequon
Cthugha
Nyogtha (the Thing That Should Not be, the Dweller in Darkness)
Tsathoggua
Glakki
Ythogtha
Cyaegha
Zoth-Ommog
Zhar and Lloigor (the Twin Obscenity)
Ghatanothoa
Y'golonac
Rhan Tegoth
Shudde M'ell (the Burrower Beneath)
Bugg-Shash
Yib-Tstll
Yug and Neb
Byatis
Eihort
Dark Han
Ubbo-Sathla
Vovadoss (Troubler of the Sands)
Ossadagowah
Othuum
Othuyeg (Doom-Walker)
Tulzscha
Mandlebrot Moldrot (the Fractual God)
Quachil Uttaus (Treader of the Dust)
Q'Yth-Az
Aphoom Zhah
Zathog
Zo-Kalar
Tamash
Chaugnar Faugn
Gloon
Ghroth
Lam
Yidhra
Yomagn'Tho (The Feaster From The Stars)
Zstylzhemghi
Ghisguth
Ycnagnnisssz
There's more of them, but thats all I can think of at this time. This doesn't include alien races invloved in the stories, nor ancient books. Damn theres so much involved in the mythos now it's kind of scary.