kgbooklog

The oldstyle way to do this would be to package the novellas, short stories, etc into the novels. See Lankhmar, Teltzy, or more recently, at least one of the Vorkosigan books (The Vor Game).

Personally, I'd rather not have to hunt down anything to get the full canon myself -- though preference of short fiction vs long vs long series' vs flashfic is very much a question of what the story is, for me.