These all come from Galactic Empires, edited by Gardner Dozois (but I don't think that site does the book justice, frankly).
Firstly, Robert Reed's "The Man with the Golden Balloon." An enormous spaceship (we're talking moon-sized here), filled with all sorts of people... and two of them go adventuring. And they discover something/someone, who tells them a tale hard to credit.... On the face of it, this is a very simple story. The characterisation, though, and the beauty of the storytelling, suckered me completely. Much as I love a simple story, there are also lovely intricate details to this one that just added to the enjoyment. Apparently it's part of a larger cycle; I may have to ferret them out.
Stephen Baxter contributes "The Seer and the Silverman." Two different galactic empires - one human, the other very not - interact on one level, but utterly misunderstand each other on most other levels. At its base, this is a story of miscommunication, frustration, and misunderstood intentions. I liked it.
Alastair Reynolds gives us "The Six Directions of Space," a masterful scifi alternate history. The Mongols conquered the world (think Kim Stanley Robinson's Years of Rice and Salt), and continued on into space, where they've been making use of a network developed by some long-gone galactic rovers. But, of course, there is a problem - phantoms in the network. Who they are, and what to do about them, is the task set Yellow Dog. The histories portrayed here are believable (and show a good knowledge of actual history), and again the characterisation is generally believable.
Finally, I suggest Ian McDonald's "The Tear" to you. McDonald envisages a world hugely different from ours - one where eight different persona, suited to different tasks, live within one body, each with different names: sort of codified and regulated multiple personality disorders. But that's not even the focus of the story; instead, it is how this culture (and one boy in particular) deals with the arrival of aliens, and finding out what they know. The plot is tight and cohesive; the characterisation is, once more, excellent - and the fracturing of Ptey, the main character, is clever and unsettling.
For what it's worth, there are two other stories in this collection: Peter F Hamilton's "The Demon Trap" (something of a detective story) and Neal Asher's "Owner Space." They are both solid stories, just not quite to my liking.