Unfortunately there are also some drawbacks to anthologies, the main one being the editor having many author's to pay for their work. This results in generally lower payment for stories or very meager (if any) royalties.
Still anthologies can be an easier way to get your stories published...if they fit the theme.
Some anthologies currently open for submissions can be found at:
I Write, I Edit, I Write Again. Witness!
We're Making Better Words, All of Them, Better Words.
I Write to Burn Off the Crazy.