You would like Clive, Willco. He's not too difficult to read. He uses like the gory version of flowery language. Of the three you listed:
The Hellbound Heart: Knowing Hellraiser, this might be the best and most interesting start for you.
Books of Blood 1: Collection of short stories. Also good stuff. You get variety here. Lots of nastiness!
The Damnation Game: A novel. I think this is probably the best of the three listed, but again, you know Hellraiser already, so you have interest there, and short stories are always easier to get into than novels.
So really, between those three, you can't do wrong. You *can* do wrong elsewhere in the Clive library, though. I think prole would be better on telling you about that.