The book industry is undergoing a sea change due to digital printing and electronic distribution. With this change, some interesting new models have appeared offering new avenues for we fiction addicts to feed our monkey.
The latest I've run across is startup Anthology Builder. This company offers you the ability to compile a 350-page anthology of stories you select from its library, then prints it up and ships the finished 6" x 9" trade paperback to you, all for $14.95 plus shipping.
Authors who choose to offer their stories (reprints from paying markets only) give a very slight taste from each book. At the moment, only a few stories are in its queue, albeit some fine names such as Cat Rambo, Nancy Fulda, Jim Hines and Ted Kosmatka.
Look for Amazon to jump into this market soon. For over a year, they have had a program, Amazon Shorts, that allows authors to sell their stories one at a time for electronic download. Amazon has also perfected the one-off printing of old/lightly-demanded books, so customized anthologies of stories from its Amazon Shorts selection would be simply a matter of programming. Look for these stories to be available on Amazon's Kindle e-reader soon, too.