Writing a short story is a great way to get your foot in the door of the writing industry; you can experiment with different narrative styles and play with characters, situations and tone. A short story can be as short as a paragraph or as long as 50 pages, so you have tons of freedom.
While assistant editors and interns at literary magazines are regularly drowned in mailbags full of submissions that are commonly referred to as a "slushpile," getting your short story published is easier than you might think.
eHow Article: How to Get a Short Story Published