I try to read all the Hugo winners, because it is a good way to keep up with the authors people are talking about. Not all Hugo winners are worth reading, but enough of them are to make it worth while.
Up to 1994, all the Hugo winning short fiction was reprinted in collections. Those ended. Many, but not all, Hugo winning short stories can also be found in the various Best SF of the Year volumes, which began with Bleiler & Dikty in 1949. At least one "best" volume has appeared every year since then. And Asimov and Greenberg published 25 "best of the year" books that pushed the starting date back to 1939. Before that, there is Damon Knight's Science Fiction of the 1930s, but frankly, except for H. G. Wells, the good stuff begins in 1939, the year Asimov, Heinlein, Bester, Van Vogt, Leiber, and Sturgeon all published their first science fiction stories. A very good year.
The Hugo Awards were first given in 1955 and awards for short fiction have been given every year since then except 1957. There have also been retro-Hugos for 1954, 1953, 1951, and 1946.
I've read all the Hugo winning fiction up to 1994, and have recently starting closing the gap between 1995 and today.
For a complete list of Hugo winners, go to www.hugo.org/hy.html