Once you've written a short story, you may want to get it published. You'll need to find venues: print and online magazines, anthologies and competitions.
Tip: Don't post your story on your blog. Most venues will consider the story to be published, and you will only be able to sell the story as a reprint. A story posted on a password protected site (like a critique site) is not usually considered published.
How to find Story Markets
Online Databases and Lists of Story Markets
The Submission Grinder has an interface that allows you to search for venues. You specify genre, payment level and other criteria. You can also track your submissions on the site and see what responses other writers have received. Ralan is a also a good list for science fiction, fantasy, horror and humour venues.(Duotrope is also a submissions site, but since 2013, this site charges fees.)
Publisher's and Editor's websites
The magazine listed on submission sites may receive a lot of submissions. Read publishers' websites, like Prime Books, to find upcoming anthologies that might not appear on these online submission sites. Find the anthology editor's blog and see if they're issuing an open call (open to everyone). Follow editors through social media to find out about semi-public call.
Some writers list open venues and horror anthologies. Patsy Collins regularly posts open competition calls on her blog.
Find interesting venues by reading a writer's bibliography. Often time I'll come across a market I haven't seen before. If the market isn't familiar to you, google it to find out more.
Let the Editor Come to You
Make sure that its easy for an editor to contact you. Editors read writers' blogs and may want to invite you to an anthology or request a reprint from you.
It's Not What you Know; It's Who you Know
Many of my writing friends believe that networking is very important. Being sociable, attending conferences and events can lead to you hearing about closed invitation-only anthologies and other opportunities.
I hope that helps. Is there anything I've missed? How do you find short story markets?