I started reading Stephen King at the beginning of last year, and used Wikipedia's "Stephen King bibliography" to make sure I had gotten everything. So I think I can safely say I've read every novel (at least in one iteration or another.)
Wait a second, there is also a page for "Stephen King short fiction bibliography?!" There are also references to numerous collaborations, contributions and conspirations? For example, "Batman and Robin Have an Altercation" in "Harper's" magazine? "Tommy" in "Playboy?" These are not magazines I am very familiar with. (honest Abe, ha ha)
Do you look for specific issues on, say, Ebay? Are there a lot of shorter works that are just too obsure to find? (Should I use the word "esoteric" here?) If there's some sort of club for the shorter works, where do I sign up?
Most of the shorter works eventually end up in short story collections but if you want to read them before then, you either have to subscribe to the publication to read them on-line; see if they sell physical back issues individually, or search the secondary market to find copies.