“You learn by writing short stories. Keep writing short stories. The money’s in novels, but writing short stories keeps your writing lean and pointed.”
– Larry Niven
As a short story writer I have to agree with this one. I find short stories are tough to write and teach you a lot about writing, especially about keeping it short and to the point. There is no room for excess words when you only have so many thousand (or less) to tell a story.