I just grabbed a couple from Apex, if you get there quick and use the code NEWSTORE40 you'll get 40% off.
http://www.apexbookcompany.com/apex-store/ebooks/
I just bought 'Close Encounters of the Urban Kind' and 'Dark Faith' but they have a few more including 'The Apex Book of World SF' which I already have. All for $2.99 each before discount.
I'd highly recommend the newly released 'Stories' edited by Neil Gaiman & Al Sarrantonio, great anthology. I know they've released an ebook but I'm not sure where it is available as I have a hardback.
It might also be worth your time looking at some of the fiction magazines online. Most of these are easy enough to copy and paste into an epub, and you can probably set up something automatically with calibre.
Duotrope is a good place to find short fiction online.
Oh and Baen Webscriptions usually have quite a few anthologies, particularly from
Nightshade.