Some helpful guy named Scott commented on this Grognardia post that the Night Shade Clark Ashton Smith collections (five large volumes, normally hard to find and expensive) are available from Baen Ebooks for $6 each (or $25 for all 5). These editions are DRM-free and multi-format.
I just purchased the bundle. A quick perusal of volume 1 looks promising. The formatting is nice, and they have tables of contents. (I’m looking at the Epub format on my iPad using Stanza.)
Thanks! On my way to buy them now…