The Thrilling Detective is a must read site for fans of mystery and detective fiction. They have essays, lists of books and short stories written by nearly every author who has ever penned a detective story, and best of all is their fiction archive where you'll find stories by Ray Banks, Patti Abbott, Steven D. Rogers, Michael Bracken and Dave White, just to name a few. Check it out here.
Sad to say that they don't publish short fiction any more but they do keep the zine up for those who like to do research into the great past of detective fiction. There's a rich history compiled on the pages of The Thrilling Detective.