- They have to be self-contained; nothing has to refer to an outside story. If your guy has superpowers, reveal them early or show him resolving the problems without them; if there is a gun, it belongs to that Russian guy from Star Trek and it has to be fired at least once before the end of the story.
- Closures all around. Whatever happens in the story ends in the story. It might be canon, but there has to be a sense of normalisation at the end. You don't get to write a short story whose ending leaves open a loose thread which opens in another short story or even main sequence novel. If there is a loose end, it dies when the story ends and it is referred to never again, save in discussions at author panels at conventions or down the pub.
Of course, now I've outlined these two cardinal rules which I will never break ... I'll try to break them good and hard across the knee some time.
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"And if we have unearned luck, now to scape the serpent's tongue, we will make amends ere long. Else the Puck a liar call ..."
So speak.