I use Word. It's the easiest option and everything that you would want to submit to for short stories (and for novels I assume) expect a Word document. I've seen things like Scrivener but honestly I think that would over-complicate things for me. I can use Word anywhere, I pay for Office 365 so I can use the desktop application or edit in the cloud if I want to.

_Before_ I get into Word I process the words from my brain either by writing in longhand, or by using my typewriter. I use the step from these analogue methods to digital as an initial cleanup phase.