Russ, I've played both Sheriff of Nottingham and Eldritch Horror. SoN is a sort of bluffing and bribery game. It's fun if you have 4 or 5 people who are willing to go with it and ham it up a bit. It's not my particular cup of tea, but it's a pretty new game and has been very popular. Eldritch Horror I personally like a lot more. It's a cooperative game (everyone plays on the same team against the game) where you're trying to close up portals demons and monsters are using to enter this world. Like RedSon said, it's very HP Lovecraft -- Cthulhu and elder gods and all that. It's a great game, but I wouldn't recommend it as your first foray into modern board games, as it can take all night to play and can be quite complicated. The sheer amount of tokens and cards and figures would probably put a lot of people off.
If you're looking to try out some modern board games and kind of get your feet wet, my recommendations would be the following, all of which you can find via Amazon and most of which you can get, surprisingly, at Barnes & Noble or Target:
Ticket to Ride. A game about building your train routes to connect various cities. Sounds dull, but it isn't. You can play the whole thing in an hour. This was recommended to me as my first entry into modern board games, and it was a great suggestion. It's light enough that kids can play but has just enough strategy that adults aren't bored. My family enjoys this one.King of Tokyo/King of New York. These two are super popular. It's essentially king of the hill via Yahtzee with huge monsters (think Godzilla). It's bright and colorful. There isn't much strategy at all; you just throw a handful of huge dice and decide whether to pummel your opponents, heal yourself, or buy some power-up cards. King of New York is newer and slightly more complicated than King of Tokyo, but these are great games. If you have younger kids you'd like to try some of these with, I'd start with King of Tokyo. You can find that game for around $25-$30.Star Realms. This is actually a 2-player card game that only costs about $15. It's a deck-builder, which means that you start off with a deck of weak cards and use those to buy better cards, which you use to buy even better cards. In this one, you're buying ships to protect yourself and to fight your opponent. There's an iPad app that lets you play the easy AI for free (you have to pay to unlock the rest of the content, but at least you could try it out). Fun game, and cheap.Pandemic. This is one of my all-time favorite games. Like Eldritch Horror, it's a cooperative game. You play as CDC scientists working to eradicate outbreaks of diseases. It's tough to win but fun to play. People online always mention the "alpha gamer problem" with this one, i.e,, one person running roughshod over the group and telling everyone what to do, but if you play with non-jerks, that's not really a problem in my experience. Plus, the cooperative nature makes it a little easier to convince non-gamers to play since there will be someone to help them. You can find this one for $30-$35; just make sure you're getting the base game, as there are several expansions and spinoff games with Pandemic in the title. Similar, cheaper games would be Forbidden Island/Forbidden Desert, either of which you can get for under $20.
Let us know if you check one of these out. I love hearing about people getting into the hobby.