There is a 5-volume anthology of his short stories by publication order. You can see how is themes evolved or changed with time, and it should be a good reading

There is a 5-volume anthology of his short stories by publication order. You can see how is themes evolved or changed with time, and it should be a good reading along his books (also, in publication or writing order) for that reason. Not all stories there are great, but I think he did better in the short stories arena. Most of the movies based on his work were based on short stories, after all.