Do you like reading short stories? If not, don't write them.
I did a BFA Creative Writing with a focus on fiction. Short stories were the name of the game. They fit the workshop format, and they were what most of the teachers—established "literary" authors—cut their teeth on. I think that's a carryover from the old days, and from the staid, grant-funded world of author-professors. Maybe I'm wrong, but it seems like the people saying the market has changed have a point.
The whole degree was a struggle for me, because I believed I needed to publish short stories and rack up credentials before I could even consider writing a novel, even though a novel is what I've dreamed of writing since I first read My Teacher is an Alien. I didn't care about short fiction, didn't read it in either journal or anthology form. I liked big juicy novels, and that was it. Sitting down and reading Raymond Carver collections, or the latest issue of the writing program's journal, or even the work of my most talented classmates, was a chore. It made me not like writing. And that made me stop trying to write anything for a long time.
Flip side: My best friend from the program has never been able to read a full novel. He says he doesn't have the attention span. However, he likes short fiction and poetry, so that's what he writes. He's been super successful with both. All power to him, and anyone else who loves shorter formats. But it's not for everyone.
Write what you want to read. That's the best piece of advice I've ever heard. If you don't want to read a short story, don't write one.