Do you ever read short story anthologies and if, so, what genre? I read a lot of short stories online but have only recently started buying them for my kindle. I tend to read horror shorts and some romance. Has anyone got any recommendations for short stories?
A lot, actually. I am very fond of short fiction. Even among novels, I often prefer shorter works to door stoppers (e.g. I think The Mist is better than a lot of Stephen King's monster tomes).
Genre-wise, I tend to s-f, horror, and fantasy, esp. the latter two.
If you're into fantasy and horror, try to get some Clark Ashton Smith. He mostly wrote for the pulps in the 20s through the 40s and was, IMHO, easily better than his better known friends H. P. Lovecraft and Robert E. Howard. He was also a poet and artist (sculptor and painter) and it really shows in his prose.