The tales take place in his contemporary England (1930s and 40s) and thus have an 'urban fantasy' vibe rather than the heroic Medieval fantasy of Tolkien and Lewis. His novels have scenes of the transcendently macabre and scenes of skin-crawling holiness, scenes of insidious damnation as well as awesome redemption. You may encounter a tower of living hands or exploding graves or a middle class Englishwoman who transmogrifies into the Platonic Form of a Snake and then attacks the protagonist. You may encounter a doppelgänger or succubus or ghost or cloud of glory. Teleportation and time slip occur, one character literally sees through the eyes of another character, you get perspectives from the dead as well as the living, and there are many other wonders and horrors much harder to describe. Williams definitely goes in for the Horror of the Holy as much as of Evil. And all of it is done with a deep sense of mystical realism. This is a writer who's not just playing around with concepts and fancies. It feels like he's tapping into genuine secrets of the universe.
It's worth noting too that virtues like love and worship and generosity are seen in their true terror and beauty and power over against forces of hate and bitterness and greed in his works. (Indeed, I've more than once been deeply convicted of my own sinful attitudes whilst reading Williams, and invited into a challenging but better and freer place.)
As exciting as all the marvels may sound, you must expect that all will be told through a very mannered, Oxfordian voice, the voice of a high literary poet who hobnobbed with the likes of W. B. Yeats as well as Lewis and Tolkien, and who was admired by W. H. Auden and T. S. Eliot (the latter wrote a forward to Williams's 1945 novel All Hallow's Eve). At times the prose is profound, at times it's enjoyably akin to the tone of Agatha Christie or Dorothy Sayers, and, it has to be admitted, at times it's a bit stuffy. Despite any perceived weaknesses of style, I absolutely love it. He deserves to be better known, both among Lewis and Tolkien admirers and among the Lovecraftian weird fiction community. He made an important contribution to the literature.