For only 89 cents you can get The Complete Works of O. Henry with a linked index. (£0.71 UK edition) (EUR 1,61 Deutsch edition) This way you can decide for yourself which is the best O’Henry story! Downloading “The Gift of the Magi,” (UK Edition) I found out it was only that story – a sort of ur-Kindle’s single. If that is the only story you want, you can download it for free.
P.S. O’Henry is the pen name of William Sydney Porter.