Dreamsongs. Volume I
This is the first volume of a two-part set, but I'll be honest: this is the better! It contains his earlier stories from a period when Martin was actually productive: "Sandkings", "The Way of Cross and Dragon", and "The Pear-Shaped Man" were my particular favorites of his Science-Fiction, Fantasy and Horror output.
Reading these stories one can see hints of his later work through certain characters and turns of phrases, and 'Dreamsongs' is arranged in mostly chronological order, so it makes a good argument for Martin's progression as a writer. Though I find all that pomp about his being the new Tolkien ridiculous, they're completely different beasts. I hardly see J.R.R. Tolkien shilling old calendars and die-cast figures to his fanbase on a blog.
