We’ve done this before but many of the stories Dopers contributed can’t be found online.
I’d love to read the best short stories I don’t have to pay for. Here are my contributions:
The Lottery - Shirley Jackson A junior highschool standard.
Guts - Chuck Palahniuk The grossest story I’ve ever read, or ever want to read.
It’s a Good Life - Jerome Bixby The creepiest short story I’ve ever read.
All of these stories are still under copyright. As far as I can tell, each of these links is to stolen content.
I recommend that you check out the public library. I’ve deleted your links as being to copyrighted material.
“Guts” is the story I want to unread. Jesus Christ, man.
Well, I can’t guarantee the quality, but I’ve found some gems at MicroHorror. The site’s full of short stories, none more than 666 words long, contributed by anyone who wants to write.
Well, you should read Edgar Allan Poe’s stuff. He was an amazing writer and losing him at age 48 was terrible.
All his stuff is public domain, by the way.
Go to Project Gutenberg and you can get free ebooks and stuff, too.
For more standards, see the stories of Saki (H. H. Munro), like “The Open Window”.
As far as I know, all of the books on Arthur’s Classic Novels are part of the public domain and are legal to read where they are.
The site has sections for short stories and some of the authors (like H. H. Munro and Jack London) have short story collections in their sections.
Yay! I like helping. 
Okay, not only is this one of the most clever stories written, but I had an even more intense experience reading it. Which made it… cleverer.
I came across this as a kid in an “Alfred Hitchcock’s favorites” anthology. So it was surrounded by ghost stories. Good ghost stories. And it looked like a ghost story. it started like a ghost story. Hell, to me it WAS a ghost story… almost all the way to the end.
I wish I knew how to give others… or at least my kids… that feeling of being taken, but thoroughly enjoying it as it happens.
I’ll do you one better. I showed up at ninth grade drama try-outs and was handed a script, assigned a role, and bidden to get up on stage and act it out. I’d never seen or even heard of the play before, or the short story it was based on. I forged right ahead, participating in the events as they happened. “The Lottery.” I was so shocked, I recall sitting down in the middle of the sidewalk on my way home to think over all I’d been through.
A few favorites by G. K. Chesterton:
The Tremendous Adventures of Major Brown. A classic British detective story. Major Brown enters the detective’s office in hopes of finding out why he encountered a garden with the words “DEATH TO MAJOR BROWN” spelled out in yellow pansies, a stranger ordered him to fend off jackals, and a severed head in the middle of the street is screaming at him. The resolution explains it all in a perfectly logical way.
The Dagger with Wings. Another classic detective story set in a good, old-fashioned isolated Victorian mansion in the countryside. A father and son have both been brutally murdered, seemingly by an occultic foe who has the ability to fly and walk through walls. Again, the resolution brilliantly explains it all.
The Three Horsemen of the Apocalypse. This one I won’t even try writing a summary for, but it is among the most brilliant stories ever. Borges called it the greatest story of the twentieth century.
Also recommended, Fifty-One Tales,by Lord Dunsany. The title is self-explanatory; the stories are short enough that I could post an entire one here.
There are ten great stories right here, and the authors would appreciate your comments and votes.
Most people know the short story Lamb to the Slaughter, but many don’t know it was written by Roald Dahl before he started writing children’s books.