I used to get the annual Year's Best F/H Anthology edited by Ellen Datlow and Terri Windling, but I found I was finding fewer and fewer of the kinds of stories I liked, and the ones I really loved were more and more unlikely to be found in the anthologies.
I'll ditto the declining interest in the Datlow/Windling anthology. The last one I read (eighteenth volume, so I'm two revs behind apparently) was chock full of mediocrity. This was especially disappointing because I was hopeful that the addition of Grant and Link to the editorial mix would make the anthology full of awesome. Of course, it did have that amazing story by Margo Lanagan "Singing my Sister Down," which was mind-blowingly good and beautiful to boot, but otherwise it was meh. There were even stories in there that made me want to stab out my eyes and never read again, which is what I hope to avoid by gravitating to year's bests instead of standard magazines. I read the McSweeney's that are fantasy and/or horror oriented. Also the YA ones. I was generally happy with the first Flights anthology a few years back (is there another one of those?), specifically by my discovery of Nina Kiriki Hoffman there, and I later read a couple of her YA novels based on the strength of her story.
I read Strange Horizons when I have time and/or someone points me to a specific story, and I have never yet been disappointed there, though not all their offerings are fantasy. I loved the now defunct Lenox Ave magazine and Fortean Bureau as well.
I seek out author collections after I enjoy a few of their stories or novels (Gaiman, VanderMeer - I heart Ambergris!, Link as examples).
I have a subscription to Weird Tales, and there's always at least one thing in every issue that pleases beyond expectations. I occasionally purchase Fantasy magazine off the rack, though sometimes it has stories in it I feel are painfully bad (hence no subscription).
I do read stories on recommendations of people/blogs whom I know to have tastes aligned with mine or when authors whose blogs I follow post that they have new stories up in online venues. I also try to read award nominees, but sometimes that burns me, like slogging through that awful Friesner story "Helen Remembers the Stork Club” that was Nebula nominated (which wakela and I have already complained at length about in another thread).
Right now I'm reading Strahan's The Best Science Fiction and Fantasy of the Year, and I'm about halfway through, and I'm pleased with it, and if there's another volume I will read it. I totally need to get off my ass and read Jeffrey Ford's "The Empire of Ice Cream".
