His Castle of Days comes at the second place.
One other reviewer called this a perfect introduction to Wolfe. It certainly is. Do not begin with The Fifth Head of Cerberus. That one might turn you off.
Wolfe is at his best in these short stories and he keeps publishing them. I hope an additional collection will appear. Even in his novels Gene Wolfe holds tight to his concept of creating tiny gems of writing. Every chapter in the Book of the New Sun could be seen as a short story. Some of them might well stand alone. Will make some weird reading, but that's Wolfe.
This is a review of this collection, so I will return to this book now. This language is one of the best prose I have yet encountered. Vladimir Nabokov is another superb stylist. If the language won't sedate you the ideas will.
This is so good! On par with the greatest of short story writers. Certainly the top of SF in general.
I'm not giving away anything. Just buy yourself a copy and start reading, slowly. Give it the time it needs. SF readers are generally not used to this kind of writing, but don't think you can't handle it. I don't think that many non-SF/F readers come here, but that's fine. They don't know what they're missing.
Other readers recommended the more favorite stories in this collection. Follow their advice. Start with them.