KG's list and comments.
I haven't seen most of these myself, and am going on hearsay:
Stories in the Liavek books, edited by Will Shetterly:
Andrew Shawyer says:
Here's a list of all the Brust short stories in the Liavek series (I have all 5 collections, so I'm not passing on rumour, but fact) The list is in order of the Liavek series the Liavek series was edited by Will Shetterly and Emma Bull
"An Act of Contrition"
"An Act of Trust"
"An Act of Mercy" (Megan Lindholm and Steven Brust)
"An Act of Love" (Steven Brust, Gregory Frost, and Megan Lindholm)
"A Hot Night at Cheeky's"
Note that this series also includes stories by other great writers: Emma Bull, Charles de Lint, Megan Lindholm, Jane Yolen, Will Shetterly (also Patricia C. Wrede, Pamela Dean, but they aren't personal favourites of mine)
Matthew Walsh says there's a compendium in honor of Roger Zelazny called Lord of the Fantastic, with a Brust story "Calling Pittsburgh".