I've recently stumbled on remarks from two authors of debut short story collections focusing on, in each case, the road toward that elusive prize: book publication.
Allison Amend's book, Things That Pass for Love, will be out in October from OV Books. You'll find Amend's first-person tale of her road toward getting the collection published here. And there's some seriously good advice mixed in with that lighthearted tone.
And for background on how one writer got his collection agented, read Jason Boog's interview with Donald Ray Pollock (author of Knockemstiff, published by Doubleday in March). Pollock's experience supports the idea that agents do indeed approach and accept clients based on discoveries within the pages of literary magazines and journals.