Even though it's a writers' market site, try checking Ralan (
www.ralan.com). It lists SF/F/H magazines, and has links to the websites of the magazines. You might be surprised at how many you can read for free.
Another category to check at Ralan are "Anthologies" and "Small Press." I know some small presses put out short story collections.
Smashwords classifies ebooks by length. "Short" is 20K words and under. Combine with genre, and you should be able to locate individual short stories in the SF/F genres.