Another excellent story is "Under the Red Sun", by Ben Peek. The setting, in a biomechanical otherworld society, is well developed in this longer story, with the world's unique religion forming an integral component of the plot structure. The morose and devoted protagonist is outstanding, his biased point of view consistent and satisfying.
Six bucks at Clarkesworld.
I'm currently writing a third Red Sun story (this is the first, the second was 'The Souls of Dead Soldiers are for Blackbirds, Not Little Boys' in Agog! Ripping Reads). The only plan for a Red Sun piece I have is for the next novel, Across the Seven Continents of the Underworld, which I'll start soon, but until then, it seems, I'm sort of getting my feel for the world by doing these novelettes. It's a strange experience, really, but I'm not going to question it hard. People like the stories, and that's all cool.