Ask around for a word-of-mouth recommendation. Many writers participate in writing critique groups, online writers networking boards or other types of writing organizations. Let these groups know you are looking for an agent or post a request looking for an agent who specializes in short stories. Often times the best recommendations come from other writers who have worked with trustworthy, knowledgeable agents.
Contact short-story authors whose work you like and ask them for an agent recommendation. Since they are already involved in the industry they will know which agents are more likely to work with short stories. They might even give you contact information for their agents.
Look in Writers Market, a reference guide to publishing available at bookstores and libraries, or go to WritersMarket.com and click on "Trying to find an agent for your book?." Accessing information online requires a membership fee, although it will be more up-to-date than what is found in the annual printed Writers Market. Look for agents who list short stories as a specialty in their business descriptions.
Go to PublishersMarketplace.com and click on "Browse Members." This will give you a list of members, including agents, on whose names you can click to get more information. As with the other search options, use these listings to find agents who say they specialize in short stories in their business descriptions. To find the most successful agents, sign up for the weekly or daily Publishers Marketplace newsletter that announces what kinds of "deals" agents have secured for their clients.