I don't really have a particular goal in mind for it. I just kinda wanna get it out there. Any suggestions?
Depends what you mean by "out there". If you just want it off your hard drive, then, sure, self-publish it. If you want it to get a significant readership, you may want to look at other options. What genre is it?
There are some great SF/F magazines you might want to look at, and quite a few anthologies get put together around various topics. If you can make it into one of those (and it'll be tough, of course) you'll be getting your work in front of a lot of interested readers. Self-publishing is less likely to get you many readers, unless you spend a LOT of time/money on promotion.
There are some places you can look for markets such as duotrope.com, but that I believe is a service you have to pay for. There is The (Submission) Grinder and Ralan.com. On the former, I believe you can search by genre, length, pay, etc. (I haven't been there in a long time). At Ralan's Webstravaganza, you can search by levels of paying markets for short stories. Getting your story 'out there' usually isn't enough. It'd be akin to planting a single seed of grass in a giant meadow. Odds of getting noticed are pretty small, unless you actively try work (marketing) to get it noticed. With a good magazine or ezine or a respected anthology, the chance of your story being read by an established audience is already there. But as was indicted above, it depends on your goals. And submitting your story to such venues, remember you're competing for a limited number of publishing slots. So success is anything but automatic. But that doesn't mean it's impossible.
I agree with @BayView and @TWErvin2 and I would add that a single short story is even less likely to be downloaded than a novel or anthology, and the vast majority of self-published novels and anthologies shift fewer than 20 copies. Even massive bestsellers like Peter James and Stephen King put their short stories out as anthologies, not one-by-one. I'm a big short story consumer and even I've never bothered to download a single story.
Has nobody mentioned Smashwords? Or even Amazon? I'm sure you have to have a collection of stories in order to publish through Amazon but Smashwords is always free and other readers may be interested in it.
Those are both tools for self-publishing. You don't need a collection for either, but you're unlikely to get a readership at either.
I have a friend who is self published and through her I see some other authors who are self published, plus, using an e-reader I come across a lot of other self publishing authors. The one thing they all have in common, their books are dirt cheap, often 99p type stuff. It's an interesting issue of exposure versus income. Some of the works are pretty good and are certainly worth more than what they are charging. Some times its just promotional stuff on their early works, sometimes its on brand new works. I would like to go down the self publishing route one day (next year and 4 months is the goal) and getting pricing right is going to be a tough one. In regards to short stories I think if you want to self publish, you would be better off writing several short stories and publishing a collection of works instead of doing it one at a time.
I've sold anywhere from 5-500 copies of each of the short stories I have on Amazon and other sites. So not a huge audience, and I'd much rather have sold them to a pro-level magazine for the wider distribution, but people do buy them. Either way, it's better than leaving them clogging up your hard drive.
Nah. Publish them individually first, then as collections of similar or related stories. So long as you're doing the covers and formatting yourself, there's no reason not to do both.
An author can self publish eBooks on Amazon and give them away. People love free, and a search for "free stories" on amazon produces results. The ones I looked at were in the vicinity of 3000 words and in any number of genres - even scifi. Edward M. Grant pointed out there is a market for singles, and starting out by giving them away might be the quickest way to become a known. However, to be found marketing must be done. I hope you come back to this thread after you decide what to do and keep us apprised of progress.