It's the anthology. But why? If I had to give an immediate answer, I'd go for the fact that SF anthologies often fail to get me involved. Short, conceptually driven stories work - there's no doubt about it. But sometimes emotional involvement is forgone for the science. Fantasy short stories have, on occasion, the opposite problem. Taking the view that there isn't space to develop the intricate settings the genre is known for, some stories simply take as setting - well, Fantasyland. Fantasyland as in The Tough Guide to Fantasyland: the most generic setting imaginable. Which, for a fan of original worldbuilding, isn't much fun.
But the fact remains that these are problems with only a small minority - thus my decision. This year, I plan to review more anthologies (and no, I'm not signing that in blood. Or even ink.), and I'm going to tell you why. Short stories offer experiences that novels don't, particularly when integrated into an existing setting. For me, I prefer it when short fiction is part of a setting I know. While in SF, one of the main strengths of the short story is that it can explore concepts which aren't novel-filling, in fantasy, the short story has a different advantage: most fantasy worldbuilding is intricate rather than high concept, and so short stories can often fail to give a sense of place. Set in a world that the reader already knows, however, is an entirely different matter. These short stories can explore plots that aren't worth novels: backstories, sideplots, and different tones from the main series. Take, for example, Jim Butcher's Side Jobs: an anthology of short stories set in the world of the Dresden Files. This particular book works very well. We don't need a huge introduction to Harry's abilities - it's assumed you've already read the main series, although there is some exposition. Instead, they focus on smaller events which are less momentous. And for me, that's good to see.
Another benefit? With shorter fiction, the author has invested less time, and the concept doesn't need to hold a book - or even, necessarily, all of their fanbase. This means that short stories do take more risks. They are, in other words, at the cutting edge of the genre: where new ideas often come first.
Also: there is a really lovely steampunk anthology I have my eye on. It has airships. What other reasons can I require? Not many.