Oh, what a good thread. Poe was one of the first authors that I read myself after learning to read - of course, that was after Russian fairy-tales and "Science and Life" magazine
The stories that left the most impression on me (for different reasons) were The Facts in the Case of M. Valdemar (ack, scary and repulsive), The Gold Bug (cryptography is fascinating) and The Pit and the Pendulum (this one gave me nightmares - the feelings of helplessness and hopelessness are a terrible thing).