"[In a novel] you can be more careless, you can put more trash in it and be excused for it. In a short story that's next to the poem, almost every word has got to be exactly right. In the novel you can be careless but in the short story you can't."
William Faulkner
The same goes for songs and children's books--every word counts. That's why it drives me crazy when people who don't know anything about writing think they can write children's books.
ANYWAY,
Here are some of my favorite books of short stories: