I've come across some real gems as I've been reading through my latest influx of magazines:
In Jupiter 14 there were The Truth About Watermelon Seeds,
The Roots of Martian Civilisation and Stranded.
The highlight of Scheherazade 28 was A Token of our esteem 2298 AD .
I've just finished Forgotten Worlds 5 that included the brilliant story The Last Moments of Rapture and Peak.
I'm on to PostScripts 8 now and hoping for more.
Although these magazines contain SF, fantasy, horror and other 'speculative fiction', all of my favourites are definately in the SF arena. That's just my taste though. They're all worth reading to look for your own gems.