I enjoy long stories as well, but there's inevitably weak bits or slow bits that bog those down. Interconnected short stories have their own problems, but the stories tend to have fewer gaps.

Hmm, this was difficult. Both can be pulled off quite nicely. But a really long story typically has 'on-and-off' moments which can bore the readers (especially if they're bound to lose their patience easily!).

The shorter stories usually are safe from those boring moments.