Holy hell, dude... I'm looking over the list now and just reading plot synopses is getting me unsettled.
Honestly I think the two autobiographical books, "Boy" and "Going Solo" are probably better than the short stories unless you're in a pretty twisted mood. If you're in for the darker material, a random selection of short stories I liked:
"Mr. Feasey" is a very mild one that still has the Roald Dahl dark energy about it.
"Pig" is a deeply unsettling one.
"They Shall Not Grow Old" is haunting but quite good.
"Man From The South" is a fairly famous one that's also very dark and unsettling.