Choosing a favorite short story is the same as picking a favorite food or song in that the more you eat or listen to the harder it is to do. Comparisons are not easy. Each well written story presents a different kind of goodness apart from others and much less better or the best.
In writing a short story, at least for me, you realize that the characters, providing they are given a simple trajectory in their life, seem to want to write their own fate or fortunes. A rule to writing fiction could be that a simple plot will bring out a full spectrum of a persons character, while a story with larger complexities in the plot make character development a distraction and sometimes unnecessary.
I prefer the simplicity in plot that brings out the profound. As a result the short story “The death of Ivan Iliych” by Leo Tolstoy comes to mind. If you haven't read it here's the plot: A middle class man gets sick and dies. Pretty much what the title says. What the story illuminates ultimately becomes much more than that especially when we are privy to the thoughts of Ivan Iliych when his health deteriorates and his ailment, which doctors cannot pinpoint, becomes much more than a simple anatomical disorder
Cecum? Kidney,' - he said to himself. - 'Not in the cecum, not in the kidney thing, but in life and ... death. Yes, life was and that's going, going, and I can not hold it. Yes. Why deceive ourselves? Is it not obvious to everyone except me, that I was dying, and the only question is the number of weeks, days - now, perhaps. That light was, but now the darkness. So I was here, but now there! Where to? '
Needless to say it doesn't end well for poor Ivan. Tolstoy was a didactic writer and in the case of Ivan Ilyich there are dichotomies of despair/acceptance, comfort/pain, disdain/compassion and finally blame/forgiveness. It is just a guess to suggest that Tolstoy did not set out to explore all of these themes from the outset but some, if not all, had jumped onto the page or in Tolstoy's mind as Ilyich's life became more desperate and insular. An exception to this is the theme of a bodily death leading to a spiritual awakening. At this moment Ilyich's morbid thoughts had turned the page, so to speak, and with clarity of thought came with it all other virtues, most notably forgiveness.