Conan Doyle wrote lots of stuff, and was allegedly annoyed that the public only wanted more and more Sherlock Holmes.
What of his other stuff do you like best?
Myself, I suppose I’d pick the Lost World, followed by the White Company.
I’ve only read The Lost World and its first sequel, The Poison Belt, so I guess I’ll have to pick those two (in that order).
Good question. I’ve read the Professor Challenger stories (The Lost World et al) and a few of the stand-alone short stories (of which he wrote quite a few); and I once tried to read The White Company but didn’t get very far with it. So I’m not really familiar enough with his work to have a favorite, though I’m certainly open to suggestions. From my limited experience, I’d say he really was at his best in the better Holmes stories.
“Lot 241,” a horror story
“The Horror from the Heights,” a science-fiction story about the early days of aviation
“John Barrington Cowles” It has a lousy title, but it is really a pretty good horror story.
The Brigadier Gerard stories! This is a series of short stories about a French Cavalry officer in the Napoleonic era, who is remarkably stupid and foolish. (Not quite as stupid as Groo the Wanderer, but getting on in that direction.) He is, of course, jolly and good-natured and courageous. The tales are light-hearted and whimsical and hilarious.
Available for free from Project Gutenberg!
The Lost World, of course; Englishmen and dinosaurs! Progenitor of a thousand imitators!
…followed by the Brigadier Gerard stuff.
Heh I’d forgotten about Brigadier Gerard. To the library! 
I did remember his tales of mystery and horror. Some great stuff in there … Conan Doyle anticipates H.P. Lovecraft in “The Horror of the Heights”. 
I’d go for ** Brigadier Gerard ** followed by ** The Lost World ** and the rest of the Professor Challenger stories.
Anybody else dream of a Lost World TV series with Stephen Fry as Professor Challenger and Hugh Laurie as Lord John Roxton? (Still need to fantasy-cast Prof. Summerlee and Malone.)
Not to mention the first (and last) place I’ve ever seen the word “beslobbered.”
I would love to see a faithful adaptation in any media … but there are aspects of that story unlikely to be acceptable to modern audiences, like the heroes participating in the genocide of the ape-men.
Brendan Frasier as Malone, of course; he can play athletic and smart.
Haven’t read much of his non-Holmes stuff - “The Great Keinplatz Experiment” is the only one that I can recall having read in fact (The Project Gutenberg eBook of The Great Keinplatz Experiment and Other Tales of Twilight and the Unseen, by Sir Arthur Conan Doyle) - it’s a very early “Freaky Friday” type story.
The Lost World.
I like the “Captain Sharkey” series. In fact, I’ve got a copy of “The Dealings Of Captain Sharkey And Other Tales Of Pirates” sitting on my desk right now. Alas, it is the 1919 edition, not the 1905 first edition.
The Lost World for me. I loved this as a kid and liked it better than Sherlock back then. I prefer Sherlock now but The Lost World was one of my early favorites.
I’m surprised no-one has picked The Comming of the Fairies. 
Ah, yes, Gerard – my non-Holmes favourite, too. A definitely lovable character, whose exploits are fine fun. IIRC, Napoleon himself is referred to, describing Gerard (quoting from memory) as having the thickest head, but the stoutest heart, in the entire French army.
(The idea of a fanfic cross-over irresistibly suggests itself, featuring Doyle’s Gerard, and Bernard Cornwell’s Sharpe…)
SCAdian writes: “I’ve only read The Lost World and its first sequel The Poison Belt, so I guess I’ll have to pick those two (in that order).”
I enjoyed those two Professor Challengers novels. Subsequently Doyle took Challenger with him, into the spiritualist realm – the result was, again IIRC, heavily propagandist and pretty dire.
I wasn’t impressed with Doyle’s actual historical novels – though I believe that those were the part of Doyle’s work which he valued most and took most seriously – as per OP, he just dashed off the Holmes stories, reluctantly and without pleasure, to keep the money coming in. The historical novels struck me as rather lame and insipid, bordering on childish; the nadir of those which I’ve read (or started on) being for me, The Refugees (“Louis XIV’s Paris meets North America”) – which I found embarrassingly kids’-comic-like awful.
Am aware that many people think highly of the historical novels. S.M. Stirling, for one, is so enthusiastically into The White Company and Sir Nigel, that he has “borrowed” several of the characters in them, to use in modern guise in an alternative-history novel series about hideous disaster befalling Earth in the year 1998, and what happens subsequently.
I’d never heard of 'em! Just downloaded 'em from Gutenberg.
(If I don’t like them, I’ll hold you personally responsible! )
That would, indeed, be awesome.
Corwall himself includes a crossover character from “Death to the French”:
Only one of 'em - The Land of Mist, which is, as you say, quite dire - in fact, unreadable.
He wrote a couple of other Challenger stories which had nothing to do with spiritualism - When the World Screamed and The Disintegration Machine. Both slight, but not dire.The Disintegration Machine is actually pretty funny …
I haven’t read The Refugees, but I do love both The White Company and Sir Nigel, and both have been very influential on other writers of historical fiction, down to the present day.
I recently attended a lecture given by Christian Cameron, who wrote this book:
Which I read and liked very much. I asked him about whether he was influenced by The White Company, and he said, very much so; in fact, some of the characters were deliberate references!