This answer suggests that nothing published through Amazon (or other indie e-book route) should be priced at $0.99, and I'll give that Dean Wesley Smith has a lot of experience at this and is a pioneer in the field.
I see long-established authors like Barbary Hambly selling what I consider short work for $5 (too short for me to be willing to pay that much, in truth), but they're asking $16 for their novel length work. Many indie authors (including one I live with) sell novels for $4 to $7, which would push short work (say, under 20,000 words) into the dollar bin.
This seems to imply that I shouldn't even attempt to publish single short stories on their own, or that I should expect to price all my work at the same level as long-established authors. As it stands, I have a 2000 words short-short on Amazon at this time, and in the past two years it has sold one (1) copy (to someone who knows me), but I have no way to know if that's because the $0.99 price is putting people off, the generic cover isn't attracting clicks, or just because it's not coming up in the recommendations (never sold, so doesn't get recommended, so never sells -- I call this "the Amazon trap").
Should I just not bother publishing short fiction independently, or wait until I have enough for a collection? Or should I try to avoid writing short fiction, and concentrate my time and energy on longer work, even though shorter work is easier to finish?