My personal favorites are those that generate sympathy or really get into the human condition as it faces the inevitability of death or isolation. As such, my favorites were "This Year's Class Picture," "The Dead Kid," "Stockholm Syndrome," "Dead Man's Road," "The Age of Sorrow," "Almost the Last Story by Almost the Last Man," and "How the Day Runs Down." These were stories that left me stunned by their beauty and their humanity. You will probably have a different list.
One thing is certain. This collection is a masterpiece of dark literature.