I'm in the process of trying to self-publish some short stories now. The old way of doing this was to find a magazine or anthology related to short works - most of which are extinct today. Like Wikipedia killed Britannica and Encarta, the flood of free quality content today is killing the traditional ways of becoming renown. Trouble is there is so much (and more crud) its getting harder to find - drowning in entropy. The bigger shops like Amazon have done a good job on Kindle Direct Publishing, but the problem is it only seems to work for established authors. And its a fractured market. Even with the Kindle App, a lot of people won't use it... so as a self-publisher you've got to explore other publishing media too (like Kobo, B&N [that doesn't support Canadian authors], iBooks [that requires a Mac and multiple publish steps], and Google Play books [that is so awkward to use many people don't bother]. A publish, stream service kind of makes sense. Writers are burned by royalties anyway. (http://www.forbes.com/sites/georgeanders/2014/07/21/why-amazon-terrifies-publishers-lets-look-at-royalty-statements/)
Amazon - 30% for under $1. Kobo is 45%. And who would pay $1 for a short story when they can buy a novel for a $1? Or even get something free. The price is becoming less meaningful. Amazon will still likely push work through the service that is promoted - leaving out self publishers.
Shameless plug: I'm blogging about my experiences trying these things here (http://selfloathingit.blogspot.ca).