Two writers, Robert Silverberg and Gorge R. R. Martin, picked stories by Jack Vance, both from the same collection, The Dying Earth, which happens to be one of my favorite fantasy collections. And a favorite story that I still remember reading in F&SF long years ago is "That Hell-Bound Train," chosen by Rick Hautala. Terry Pratchett picked L. Sprague de Camp's "The Gnarly Man." Neil Gaiman chose one by R. A. Lafferty.
This book's over 11 years old now, and I suspect not many people remember it. It has over 400 pages of great stories, and if you don't have it on your shelves, you're missing a bet.