I think you'll like the books, gina. There are four of them that are readily available, and they're all collections of short stories. You already know some of the characters from "A Christmas Story". BTW - There was another good film adaptation from some of his stories - it's called "It Runs in the Family" (1994).

He used to have a radio program that was hilarious. He talked often about his father and his love for the Chicago White Sox (he grew up in northwestern Indiana near Chicago) and had a hilarious story about going to a game with his dad when the Sox were playing the Yankees. They were way out in the right field stands and Shepherd's father was "riding" Lou Gehrig for a few innings (yelling loud insults, etc.). Well, Shepherd tells that Gehrig came to bat in one of the late innings and hit a screaming line drive right into the stands where they were sitting. He swore Gehrig was aiming at his father.