Yes, I have done it. I have published my most recent short story on my website. Go to the page Christmas Gift: Short Story. Enjoy. And give me a review if you like.
Did you know that The Shack started out being self-published? Read about it in http://www.christianwritingtoday.com/the-shack-self-published-to-15-million-copies-sold/. Apparently the author,William Paul Young, gave away fifteen photo copies of the book as Christmas gifts. His readers loved the story and passed it on. But he could not find a publisher who was interested in his work, so he decided to self publish. He sold over 3 million copies before he turned it over to a distribution group.
This week a friend introduced me to the website of Jeff Goins. He has a similar concept of offering a free sample of writing. Now I am giving some thought to publishing a free short story or two. With new on-line publishing options appearing every week, I scarcely know where to turn. I suppose I could start by giving away copies to friends and family for Christmas. =) Or publish them here on my website?