Do I need an agent for short stories?

No.
Unless you're selling to The New Yorker/Playboy level markets then there is not enough money for it to be worth an agent's time.
The overwhelming majority of short fiction markets (and all the sf/f markets) take open/unagented submissions

I agree with waylander 100%. Neither print nor e-markets use agents to screen submissions for quality or anything else (such as being within guidelines), so the short story writer has no need for an agent's representation.

Have at 'em!

Maryn, pleased to meet you

I agree. I'd only use an agent for the big guys like The New Yorker.