Lovecraft's is one of my favorite storytelling games. It's different in a way that you kind of know your guys are not going to survive, but it's fun for the imagination to play out each scene, the NPCs/creatures they meet and if they go insane or not.
In the past I've played using minis and terrain on my gaming table, but currently using some of the different battle boards offered. Sometimes I use nothing and just set my guys up and let me imagination do the rest. I can play out a scene at my work desk.
After you play it a few times, and if you're familier with other THW rules you may want to add some rules. Beside the other THW rules, I've tweaked the rules here and there and added quite a few pulpy rules out of my head to give Lovecraft's Revenge more flavoring and unpredicatability.
If you like storytelling games, it's fun. It's really like a solo RPG.