I think you should get hold of an anthology of the short stories. I believe there's a good one out there edited by Craig Raine. Kipling is the best short story writer in the English language and his range is enormous.

Then there are the other books for children- Puck of Pook's Hill and its sequel, Rewards and Fairies and (possibly his masterpiece) the novel, Kim.

You might also want to look for a volume of the Collected (or selected) poems.