Here's the thing I forgot about writing and submitting short stories (or any kind of fiction/poetry): waiting.
I remember rejections well, and the oldest wounds, the first ones I suffered back in 2007 when I first began this journey, healed so well--I have a nice, thick layer of scar tissue. Rejections haven't bothered* me in a long, long time. They are part of the game, and if they bother* you, stop submitting.
But waiting... man. I forgot about the waiting. Some markets are lightning fast, especially a few pro-paying venues like Nightmare and Clarkesworld. But chances of appearing in those venues is slim. I'll submit to them when I can (i.e., I have a story which might, just might slip by the first round of reads), but they are the whitest of the white whales. Most publications have wait time well over a month or more.
Tick... tick... tick...
And then the inevitable rejection letter--or, sometimes, an acceptance.
Here's what I know now: I'm writing and submitting because I want to tell stories. Lots of stories. Big, semitrailer truckloads of stories. And some of them will be good.
Aaron, you say, you could just post your stories here. You could just upload them to Smashwords and Amazon KDP.
Yes. I could. But I want to tell the best stories I can--and the submissions process has been good to me. I've learned and become a better writer because of the wait, the rejections, the occasional feedback from editors, and the sweet taste of acceptance. I've become a better writer because I've worked with editors. I've become a better writer because I try to listen to advice, sort the good from bad, and take what works back to the word processor with me.
So I'll take the wait. I'll keep writing. This is what I love: writing and telling stories, the best stories I can. This is the path I've chosen because of how it fills me, not because of any reward on the other side.
Dream on. Like this guy (and listen to an amazing interview on NPR):
* Edited to add... Here's what I mean by "bother": if you get physically ill, want to throw a tantrum and/or respond in a negative way to a rejecting editor, or find that rejection affects your ability to write (after the requisite "rejection hangover") then you need to find another creative endeavor in which to engage.