I bought the complete collection of his short stories. I read a Bear Hunt and enjoyed it a lot. What others would you recommend?
I haven't read Faulkner, but I'll reccommend Ray Carver stories. You should get the compilation "Where I'm Calling From," or read the short stories "Kindling," "Nobody Said Anything," or "What We Talk About When We Talk About Love." Right now, I've been reading sci-fi stories and minimalist authors, so I wish i could help you with Faulker. My advice is, since you're reading a complete works, that you read the titular stories of his short story collections.
"A Rose for Emily" is the only Faulkner story I've read, and it's pretty good from what I remember. It's also one of his most popular stories.
Barn burning is arguably his other most celebrated short. Blackstar: shiiiiiiiet, no Faulkner??? Get on that, bro!!!