No, most (non-pedantic) Asimov fans refer to the first three books (F, F&E, SF - which yes are technically collections of short stories glued together as one) as "the Foundation Trilogy". I do recommend reading the Foundation's Edge and Foundation and Earth, they're worthy sequels to the "trilogy".

The Robot novels are also a top read and tie in with the later Foundation books in a satisfying way:

- The Caves of Steel

- The Naked Sun

- The Robots of Dawn

- Robots and Empire