I've mentioned previously on this site that I really enjoy short stories and can never quite understand the resistance I hear towards them. They're perfect for the ADD type lifestyle many of us lead, as it provides a sense of accomplishment more quickly than most novels.
Writer Mia Alvar has written an article in Publishers Weekly providing her recommendations for "The 10 Best Short Story Collections You've Never Read" and her reasons for enjoying the medium.
Fortunately, I've enjoyed two of the collections listed - Joan Silber's In My Other Life, which was an excellent, candid and thoughtful reflection on middle age; and Pam Houston's Cowboys Are My Weakness, which was so intelligent and fun, I've read every Houston book since.