I love me some anthologies. I tend to stick to one genre until I am so sick of it I cannot possibly look at another word. I do epic fantasy until I am ready to hunt dragons to extinction and dance upon their fabled bones. I immerse myself in science fiction until I want to melt every robot down into scrap metal. I live and breathe urban fantasy until I want to stake every vampire, shoot every werewolf up with silver and shred every pair of leather pants I see. At that point, I need a sort of brain reset and that's where anthologies come in.
The nice thing about the best anthologies is that very often you get a good mix of authors you know, authors you've wanted to try, and authors you've never heard of. You'll find stories set in worlds that are fifteen books long and you'll wonder how you never happened upon them before. You'll find stories set in worlds that you wish were fifteen books long but all you get are the few thousand words set down in the pages before you. Then you'll stalk the authors who wrote those amazing stories and demand fifteen books about the characters... Well. Maybe that's just me.
From my long love affair with anthologies, I can tell you that you absolutely cannot go wrong with any anthology put together by P.N. Elrod. Her themed urban fantasy anthologies always feature a great variety of stories that range from sweetness and light to strange and a little disturbing - that's a trait of all the best anthologies. Whether it's a supernatural wedding or death's excellent vacation, seeing how each particular author approaches that theme is always a good time.
Side Jobs, an anthology of his own short stories. In Hexed, Ilona Andrews shows us the trials and tribulations of vegetarian white tiger Dali Harimau, one of my favorite minor characters in the Kate Daniels series. We get to see Bobbi Smythe away from her vampire beau Jack Fleming in the P.N. Elrod short in Chicks Kick Butt.
Short stories or novellas can show us our favorite characters in their off time, too. You know, when they aren't saving the world, and they still have to make a living. Harry Dresden looks into the Curse of the Billy Goat in Naked City. Work sidelines Joanne Baldwin's romantic picnic with her Djinn lover in Chicks Kick Butt. Sookie Stackhouse spends Christmas with an unexpected guest in Wolfsbane and Mistletoe.
Now, that is not to say that every story is great in every anthology and some of them may leave you sort of meh. Overall, however, you'll find great stories that will lead you to new authors and back to your old favorites. It's a great way to go when you can't decide what to read next.