Short Stories - Love 'em, or Hate 'em?

Short stories are one of those things, very much like poetry, that I feel like you either love or hate. Now of course there are styles that are more likely to appeal to a person than others, but as an overall state, I think few people who have read them are ambivalent about this medium.

I'll be honest, I haven't read too many short stories. I read some back in high school, and have recently been trying to experience some more of them...and I just don't get the appeal. Am I reading the wrong style for me? Perhaps. I've been working through some science fiction tales by various authors, and I am hoping to move on to some Ray Bradbury soon. I've read Fahrenheit 451 and enjoyed it, and am very interested by the premises of several of his works, so I think it is at least more promising that I will like these.

I'm not against all "short works", so it isn't a bias entirely on full novels vs. everything else. I love poetry, and enjoy the occasional essay here and there, and don't have any issue one way or another with novellas. It's just that something isn't grabbing me with short stories. Here are my thoughts:

• Two pages bad, 8 pages good (sorry, Animal Farm flashbacks). Anything that is as short as two pages for me just feels like not worth getting invested in. It feels more like a creative writing assignment in grade school to me than something that should be published. I don't have an exact number of pages that makes it feel worth a read, but two pages feels silly.
• No beloved characters. Have you ever heard someone say "I love *insert character here* so much! The strength of their character and development over 10 pages really defines their place as one of the most admirable characters in fiction"? No, you haven't, because that isn't how this style works. The plot, and/or message is the more important quality, so characters tend to be secondary and just as devices to illustrate a point. The problem is though, that I would much prefer a book with an in-depth character analysis where not much happens, than a great story with a poorly-defined lead.
• What is going on? On a similar note, the plot or message is supposed to be the focus...but why then do I have to go through half of the story to figure out what is going on? I hate that I feel dropped in the middle of a story that has been fully developed, with minimal explanation as to what is happening. I shouldn't have to read half the story (or the whole thing) and then re-read the beginning to actually know what is happening.

I'm not giving up on short stories, but they just really aren't working for me as of yet.

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What are your thoughts about short stories? Are there any you think I should try? Help change my mind!