How can I list only pages or stories?

I think you need to get hold of the excellent Views module!

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It does work for blog, but that's part of the blog module (see blog_menu for the path setting and blog_page for its callback function) whereas story.module and page.module have no such functions.

What you can do is a custom page that lists them by creating a page, setting its input type to PHP and using a variation of the following code:

  $query = "SELECT nid, title FROM node WHERE type='page' ORDER BY created DESC LIMIT 0, 5";
  $result = db_query($query);
  while ($page = db_fetch_object($result)) {
    echo $page->title . "<br>\n";
  }

This should list the last 5 created pages for you. You can fiddle with the 'LIMIT 0, 5' portion to increase how many are displayed, or take it out to show them all. Change type 'page' to 'story' for stories. Also, you can change what output is displayed.

Using the functions node_load and node_view you can list teasers instead of the title.

  while (....) {
    $node = node_load($page->nid);
    $output .= node_view($node, true);
  }
  echo $output;

That should work.. may need some tweaking.

A simple solution is to install the tiny node_type_filter module.

Then you can append ?type=story, for example, to various paths, to filter the content.