If you noticed while you were reading the 10 Sookie Stackhouse books that there were some holes and things that weren't explained, or if you want to read everything in order as you read the novels, be sure to check out A Touch of Dead by Charlaine Harris. It has five of the Sookie short stories:
"Fairy Dust" is about Claude, Claudine, and Claudette. If you wondered about the references in the later books to Claude and Claudine's triplet, Claudette, who was killed, this short story explains it! It also introduces Claude for the first time, if his sudden appearance in the books seemed a little weird to you.
"Dracula Night" is about a party at Fangtasia for Dracula, which ends about as you might think, with Sookie involved.
"One Word Answer" is the short story that explains about Hadley, Sookie's cousin. In the story, Sookie finds out that Hadley was a vampire and was murdered, and she has to decide what to do about Hadley's murderer. If you have read "Definitely Dead" and were confused by the references to Hadley, that's because the events in this story occurred between the fifth and sixth novels.
"Lucky" is about Sookie's insurance agent, who uses magic to protect his clients' property. Turns out that wasn't the best idea...
"Gift Wrap" is about Sookie getting laid. No, not in detail, but that's the general idea. This girl gets more action than any other heroine I've ever read about!
The stories aren't very long, but like the Sookie Stackhouse novels, they are a lot of fun. Plus, they fill in some holes. I didn't read them in the proper order, but I recommend it if you can. Harris's introduction at the beginning of the book tells you where each story belongs in the time line.
Edit 3-30-2011: I noticed today that the ebook edition of this book is $18.99. I hope that's an error, and not the publisher getting greedy, because $18.99 is a ridiculous price to pay for a short collection of short stories!