I've had this bee in my bonnet that someday, I would put together an anthology of really stunning stories, the best short stories I've ever read. I should have written it down then, because I don't remember half that list:
"The Hedge Knight" by George R. R. Martin
"The Great Lover" by Dan Simmons (yes, these two are novellas. It's my anthology)
"Jigsaw" by Stephen Bissette
"The Statement of Randolph Cater" HP Lovecraft
"The Cleft" by Gahan Wilson
"Monster" by Jack Ketchum
I'm forgetting a number of others.
However, there's a new story to add to it. I've been enjoying the Silver John stories of Manly Wade Wellman, thanks to Paizo Publishing's collection Who Fears the Devil. Wellman writes very well, and his stories of rural Appalachian folk are appealing in their evocation of this slice of Americana.
And there's a story that stands over the rest, as there usually is. "On the Hills and Everywhere" is simply told, and powerful for all that. It's officially going on the "How it's Done" list.