I teach 9th grade English and we are finishing up "Romeo and Juliet" this coming Monday with a final test. I want to do a short story unit with my kids, but I also want to try to incorporate some really fun, exciting lessons since the year is almost over. Any ideas?

First of all DON'T TEACH ROMEO AND JULIET next year. Try The Taming of the Shrew - kids are inundated with Shakespeare's tragedies and aren't even aware of comedies!
But - end the year with poetry - they can even go outside to be inspired to write
haikus are fun and easy as are limericks (especially if you use YOURSELF as the first line "There was an old had named Ms. Brock . . .")
Nature poems are good
Traditional British ballads are fun and easy to teach, AND they can find ballads in the music they listen to as an assignment or extra credit (bring in the lyrics or the CD and discuss how they're ballads)

debates are always fun.

Congrats to you for trying to make your class more fun & interesting to the kids! For the short stories, maybe they could each read their own choice of story and choose one of several ways to interpret it for the rest of the class. The interpretation could be an art work, film, dramatic reading, or skit. This would give them a chance to use their own talent/ learning style to enhance their contribution and share with the rest of the class.