There's not a lot of money in short stories, so it's not surprising that the short story doesn't receive as much attention as novels do, but some of the best SF published still comes in that format. Many magazines have excellent editors, so the stories are at least quite good, and often they are amazing. Authors may also be invited to contribute to anthologies. Those can be veritable treasure troves.
Some authors publish enough of these gems that they will in turn be published as a separate anthology. I love it when I come across these collections, because they will almost invariably be some of the most satisfying reading I'll do all year.
Walter Jon Williams's collection The Green Leopard Plague is a fantastic anthology of nine of Williams's best short stories. They range from a disturbing view of future childhood, "Daddy's World," to a raucous buddy-adventure, "Send Them Flowers." "Incarnation Day" and "Pinocchio" also deal with growing up, taking place in a future that Williams describes as a world "where everything went right." Of course in Williams's utopias there's still plenty of room for excitement, drama, and even tragedy. There's a man who has lost his true love to a rare incident of permanent death, "Lethe," a couple celebrating their 1,000th wedding anniversary, "The Millennium Party," and treasure hunting in the China Sea, "The Tang Dynasty Underwater Pyramid." The book's titular story, "The Green Leopard Plague," is one of this utopia's origin stories, a fantastic braiding of two points of view. "The Last Ride of German Freddy" is an alternate history fiction, re-imagining some of the events surrounding the fight at the OK Corral.
Each of the stories comes with a brief post-script by Williams, explaining some of the story's genesis, and adding even more to its enjoyment.
I wish I could promise you that all single-author anthologies are going to be as satisfying as The Green Leopard Plague, but at least I can promise you that this particular collection will be some of the best reading you'll do.