Buying books directly from the Kindle is dead easy, if you're looking for a specific book, but browsing is easier from a PC with a browser. When you go to Amazon and select the Kindle Store in the search field, you can then select a genre (like fantasy) and browse only that genre. One of the sort options is "by price, lowest to highest," which is how I discovered that I can buy short stories for my Kindle, usually starting at about 49 cents and usually sold through Fictionwise.
I'm not much of a short story reader (or writer), but I did pick up a story by Nancy Kress, who taught the only post-high school writing class I ever took, and another by Mary Turzillo, a.k.a. maryturzillo, a friend who writes almost exclusively in short fiction. I met Mary through my friend Scott (scottedelman). Scott is both an editor and a writer, and he publishes a lot of short stories, so my next logical step was to search on his name to see if he had anything available on Kindle. Surprise! No stories, but years ago Scott was commissioned to write unauthorized biographies of two professional wrestlers, Chyna and (Stone Cold) Steve Austin. Guess what? You can get Warrior Queen on Kindle! I guess the Steven Austin one got left behind.
Oh well, at least "Warrior Queen" sounds like a fantasy.