Taos Toolbox, http://www.taostoolbox.com is a two-week workshop in NM, led by Walter Jon Williams and this upcoming year, Nancy Kress. In 2007, it was co-led by Connie Willis, in 2008 by Kelly Link. The focus is on novels, but when I went I was writing short stories exclusively. It didn't matter, because both leaders can write short stories/novellas as well as novels. They understand storytelling, which knows no length.
You don't have to have been to Clarion or Odyssey or taken any writing classes to apply. You may be self-taught or have worked with online critique groups such as OWW. You may never have published, or maybe you have. Don't worry about that. Walter and Nancy will know if you're the right fit for the group they're putting together. I was amazed when I looked back at how well my group had been put together in every detail, down to rooming assignments. We were a mixed bag of ages, but all pretty much at the same level, needing a push to reach the next level. Life always intervenes, but I can say that most of my group *has* reached a higher level since TT, including myself. I credit my Analog sale to TT. I didn't workshop the story there, but what I learned helped me understand the pro critiques I had received at LAConIV. I came home, fixed the story and sent it out, about two months later.
Go ahead and send Walter a sample of your best work. Best money I ever spent.