So many options, right? It almost makes your head spin. My final, totally non-expert advice is to just pick one and start listening. The stories are the goal, not the perfect acquisition method. You can always try a different platform next time. The important thing is to experience them.
Interesting discussion. I tend to zone out during audiobooks if the story isn't 100% gripping, and I hate rewinding. With print, my eyes can glaze over a paragraph and I can easily backtrack. For a collection with a few slower stories, that's a point for print for me. I don't want to miss a crucial detail in 'Jerusalem's Lot' because my mind wandered for a second.
On the flip side, stories that rely on shocking visual reveals or quick, brutal action might lose a bit in audio. Your eye can dart across a page to absorb a gruesome image instantly. In audio, the description unfolds linearly, at the narrator's speed. The sudden, visceral punch of a reveal in 'Gray Matter' or the ending of 'The Mangler' might be slightly blunted by the sequential nature of hearing it described. You can't see the terrible thing all at once; you have to wait for the words to paint it. This changes the shock from a instantaneous visual to a gradually constructed, but no less effective, mental image.