As BESW rightly points out, aberrant creatures are D&D's take on Mythos. In particular, take a look at illithids (mind flayers), aboleths, tsochar, gibbering mouthers/orbs, various oozes, swordwings. Dark Sun Creature Catalog also had a few good ones. I wouldn't recommend Elder Evils conversions, as they've been released in the very early days of 4e, when monster design wasn't that well thought out.
Monster design philosophy in 4e is very different to what came before, and at best 3ed sources can be used for inspiration. In addition to the already recommended Elder Evils and d20 Call of Cthulhu, take a look at Lords of Madness. It is an in-depths look at aberrations, and is a fantastic book for inspiration. Epic Level Handbook also had some decent baddies, including the Pseudonatural template.
As a note on designing monsters for 4e, don't base any of their numbers on sources from past editions. For level, always stick close to the level of the party. Base their role (brute/soldier/skirmisher/controller/artillery) on their flavour, and their specialty role (minion/standard/elite/solo) on their function in the encounter. From these, you'll get their hit points and defenses, which can be further tweaked a bit to suit the idea you have.
In general, you're better off starting with an existing creature, aberrant or otherwise, and giving it a different ability or two. Monster themes are a good way of doing just that, and some are a good fit for what you're looking for.