Wait, this is Cthulhu. Sorry, wrong game. I was confused; you see, in AT YOUR DOOR you play investogators who travel the country, meet a wide array of monsters and chum up with guest stars (like Mr. Shiny, before he was famous). All that's missing is Don Knotts making a cameo. Actually, I'm sorely tempted to try the idea...
I have heard many people complain that AT YOUR DOOR suffers from "monster-of-the-week" syndrome. In a sense that's true; there are dark young, serpent people, a shoggoth lord, mutated humans, tcho-tcho people, and chthonians, and it's hard to grasp why the investigators would be encountering this much weirdness. You can always sweep it under the End Times rug, when anything can happen and usually does. Alternatively the GM can play up the Shub Niggurath connection. All of the disparate adventures have some connection to that Mythos deity and some minor tweaking would allow this aspect to come to the forefront. Alternatively, the campaign could be played as a series of independent adventures. The weirdness doesn't have to be connected in some subtle conspiracy; if you look hard enough, the sane world falls away and you discover what is happening beneath the surface. If the PCs feel that there is some terrible conspiracy to uncover, let them run with that.
As a series of loosely connected adventures (MANSIONS OF MADNESS is like this), I think AT YOUR DOOR is outstanding. As an actual campaign, it feels disjointed. Most of the adventures are interesting and, as mentioned by the previous reviewer, have become classic bits of Mythos lore. If you don't know about Mr. Shiny, bak bon dzshow, or the Milk of Shub Niggurath, this is the place to find it. AT YOUR DOOR seems to have strongly influenced the unofficial Delta Green mythos, and I would particularly recommend that it be converted to Delta green scenarios.
As a bonus, the cover art is outstanding.