I've had a request to put up some advice on writing short stories. I think one of the biggest challenges with short stories is that there are so many ways to do them right. Short stories can read like mini-novels (try Eric James Stone's "Rejiggering the Thingamajig") but they can also explore avenues that novels typically eschew.
For example, Terry Bisson's "They're Made Out of Meat" is written completely in dialogue. Nancy Fulda's "Movement" utilizes a unique point of view. Short stories can also hide crucial information from the reader until the very end, like in Terra LeMay's "Dark Wings". After investing hundreds of pages in a novel, I expect something to be different at the end, but short stories can leave us exactly where we started -- like in Frank Stockton's "The Bee Man of Orn".
All of these viable options actually makes writing a good short story difficult. So, if you're working on short fiction but you're stuck, here are some ideas.
1. Start with traditionally-plotted stories. If you're having difficulty being decisive or getting started, limiting your options can help. Write a murder mystery. Retell a fairy tale. Plot a heist. Using an existing framework can help get a story down. Writing, I'm convinced, is the best way to learn about writing.
2. Critique short stories. I learned buckets about what does or doesn't work from reading slush at Leading Edge for years. Given that most people don't have a magazine handy to volunteer at, I'd reccomend signing up for Critters.org and regularly critiquing stories there. Reading finished short stories is great...but analyzing stories in their rough form teaches you how to fix stories, not just what the polished end product looks like.
3. Have others critique your short fiction. There's a lot of writing advice, much of it polar opposites. How do you know if you're bombarding the reader with too many setting details, or if you suffer from white room syndrome? Are you trying to cram too many plot points into a short story, or is nothing much happening? Good critiquers will tell you what their reading experience was like, allowing you to pick out a story's weaknesses and improve your skills.