My first Bentley Little was
The Ignored. It was creative, compelling and original. I'd never read anything like it. He takes a concept that could be played for laughs, but takes it seriously and explores it in depth, going places I'd never have thought of.
Of those you listed, my second choice would be
The Association. Another almost comical concept taken seriously and handled well.
The Walking, I remember not really caring for.
If you don't mind a recommendation that wasn't in your list (but is still in your $5 range), I'd recommend
The Summoning. Bentley Little does two types of stories: social commentary (The Store, The Association, The Ignored) and straight-up horror (The Revalation, The Walking, Dominion). The Summoning is the second type. I won't say much about it, but it took a tired horror trope and did something original.