Usually, I drag myself through anthologies. If one story doesn't hit, it seems like something in my brain immediately wants to stop, give up, and move on, and oftentimes I will abandon the book. For Some Will Not Sleep, however, I never ran into this problem. I enjoyed each and every story, even if I wasn't outright terrified by some, they were all incredibly well-written in my opinion. An impressive collection of unique, richly realized voices, and a great variety of monster's and setting (with only a few stories that felt slightly repetitive), and overall cohesive feel to the book. 
My personal favourites were "Where Angels Come In", "The Original Occupant", "Mother's Milk", "Yellow Teeth", and "What God Hath Wrought?".