Sci-fi is easy because it's a genre full of great short stories and novellas. Arguably, it's better suited to those than to novels. The New Hugo Winners collections showcase a lot of shorter works that tend to be a bit more "literary" (in an early Asimov-penned forward to one of these, he claims to have passed off editing duties on the "New Hugo" series because he doesn't quite understand the appeal of these newer stories). The chief difference is that older, less-literary sci-fi tends to focus on ideas, while in more recent material characters, theme, mood, and quality of prose take greater prominence. However there were authors working in that more literary space in the more classic-era of sci-fi like, as I mentioned before, Bradbury.
I'd hit up broad collections of classic sci-fi stories, which will mostly be good stuff and will give you an idea of the intentions and capabilities of a ton of authors, most of whom have large bodies of work to explore, and the New Hugo Winners series. Both kinds of book are readily found for very little money at thrift shops and used book stores. I'd avoid other annual collections (Year's Best, The Hugo Winners) until you've got a better idea of what you're looking for—get wide-ranging best-of collections and the New Hugos until then.