Join a creative writing class....often both evenings and daytime. You will have your work critiqued by the group and tutor and be able to do the same for other group members.....really valuable to help you.
A very good website where you will get free feedback is www.allpoetry.com - it does have a lot of poetry on there (the clue is in the name) but does also offer feedback on stories too.
I write short stories (managed to get a couple published) and my best support and criticism came from my small writing group. When I moved house, I even founded my own group.
One writing mag., which I bought and subscribed to, did do critiques - but once I was told that I had written a 'perfect short story' - and they still didn't publish it! So be careful about where you spend any money. :)