I have three favorites (off the top of my head):
1. Washington Irving
2. Edgar Allen Poe
3. Marquis de Sade
I think the first two are awesome at telling stories and using description to paint a scene. Both of them make me want to read all through the night.
Sade is awesome not only for his humor, which is abundant throughout his work, but also for his interesting philisophical perspective and grotesque boundary breaking.