They’re public domain now, so you can get electronic versions at Project Gutenberg for free.
Interesting, you cannot link to a specific section of the site, it takes you to the “porch” area. Here’s the front yard, with an illustration from The Empty House. I like The Sign Of the Four, and A Study In Scarlet.
The only Holmes story that truly sucks is His Last Bow (not the collection, the individual story). Holmes does not really do any detecting at all in it. He acts more as a spy or secret agent, and not a particularly interesting one.
What!?
Holmes fools Von Bork and busts up his spy-ring. Plants false information with the German High Command. That’s gotta involve some detecting.
It’s sort of interesting to fans, being a proto-spy-story that demonstrates Conan Doyle hadn’t figured out how to write a spy story yet. Holmes acts like a Bond villain by explaining his plans and thus undoing them. Amusing, but yes, it sucks.
And I’ll just concur with most of the advice in this thread. Read the short stories, Adventures being the obvious starting point. Hound of the Baskervilles is the only novel that’s as good as the short stories.
I think maybe they don’t like that it is already done, and we don’t get to see the process.
Hey, Doyle was new at it. Waddaya want?
In 1989, I got to see Jeremy Brett in London live in a stage version of Holmes.
As to reading, just get the complete Holmes and start at the beginning. Some are better than others, and they eventually get a little repetitive, but all are fun.
I suggest you do what I did when I was 13. Get The Complete Sherlock Holmes and read the stories in order. About halfway through, you will find out why this was the thing to do.
This is what I did (after seeing Brett’s Holmes on PBS). One thing I remembered from that reading is that the cops gradually get smarter (or at least less incompetent) as the stories progress.
Hi, I’m the choir! 
I agree to start with the first short stories, in The Adventures of Sherlock Holmes. The first novel (which was the first published), A Study in Scarlet, introduces the characters (whom you already know) but also has a long interval in the middle, describing the history of the suspects from many years before in the US. It’s a good story, it’s an interesting story, but it’s not about Holmes. After you’ve read the short stories, you’ll be into it, and can put up with the Utah diversion.
The problem with both Study in Scarlet and Sign of Four is the same: an over-reliance on exoticism for the mysteries. (Also, the Utah section of Scarlet is deadly dull.) It falls flat especially today, when we read Holmes partly for the Victorian atmosphere, not these exotic locales that Conan Doyle didn’t really understand in the first place. And the mystery simply isn’t fun when it’s like, “How was this man killed in a locked room?” “Oh, a special kind of Pygmy from Papua New Guinea who can walk on ceilings used a special New Guinean poison that you’ve never heard of. Case closed!”
The main thing, the most important thing, you absolutely must do when attempting to read all of the Sherlock Holmes stories, is this:
Skip “The Adventure of the Mazarin Stone.”
If you happen to buy a collection that has this story in it, rip it out and burn it unread. If you dowload an electronic version or visit a Website that has this story as part of its offering, immediately throw away your tablet or e-reader or whatever and purchase another one.
Trust me on this.
Lucky! I’ve found an audio-only recording of the first part of the play on youtube, as well as a sketchy recording that a fan made of a dressing-room meeting among her, her husband, Brett and Edward Hardwicke. Brett was quite the raconteur, apparently.
A video of the play does not exist, sadly. I wish I had seen it.
If you’re into audio books, Edward Hardwicke has also done some of the short stories.
Conan Doyle’s Sherlock Holmes tales are timelessly wonderful. My favorites: the novel The Hound of the Baskervilles, of course, and the short stories “The Red-Headed League,” “The Norwood Builder,” “The Musgrave Ritual,” “Silver Blaze,” “The Speckled Band,” and “The Problem of Thor Bridge.” June Thomson has written a series of Holmesian short stories that are every bit as good as Conan Doyle’s best, IMHO; her first collection is The Secret Files of Sherlock Holmes.
I also recently learned, thanks to the Dope, about Neil Gaiman’s fantastic, Hugo-winning Conan Doyle/Lovecraft mashup, “A Study in Emerald,” which you can find here: http://www.neilgaiman.com/mediafiles/exclusive/shortstories/emerald.pdf
The later short stories are somewhat formulaic, a reflection of the fact that C-D didn’t place much value on them and was frankly sick of Holmes by that time. He thought his historical novels like The White Company and the Brigadier Gerard stories would cement his reputation. The Study In Scarlet is juvenilia, with the crime solved and the perpetrator in custody half-way through. C-D improved at it as he went on.
If you’ve started with the ones you mentioned, you may want to try next Young Sherlock Holmes. http://www.imdb.com/title/tt0090357/?ref_=fn_al_tt_1
Years ago when I first thought to read Holmes, I picked up “The Aventures of Sherlock Holmes”, “The Return of Sherlock Holmes”, and “The Hound of the Baskervilles”. (I also picked up “Sherlock Holmes and the Case of Sabina Hall”, which I will discuss below.) I found them entertaining and a cover of most elements of the characters of Sherlock and Watson. However, it was lacking how they met, which did annoy me slightly, but I was able to enjoy the stories.
Earlier this year, for a variety of reasons, I decided to reread all the Holmes stuff, and realized that I had not, in fact, read all ACD’s stuff yet. So I acquired “The Complete Sherlock Holmes” in the version edited by Kyle Freeman. This one is nice because it is annotated enough to explain some of his cultural referents like people names he drops, and some comments on contradictions with other stories, etc.
It did take me around 4 months to read it all, but I’m not that fast a reader. I generally agree with the assessments of others.
“A Study in Scarlett” is the first, which introduces the characters, and it often referred to in other literature. Consider reading the first couple chapters that introduce the characters, then jumping to “The Adventures” when the cops show up to invite him to the case. Alternately, you can likely read through the first half, then jump to the last chapter where the criminal explains things. The long second part is all back story on what happened, which is not uninteresting, but has nothing to do with Sherlock and seems out of place.
After a while, I did notice some patterns in ACD stories. He tended to reuse story elements or themes. Like the adventurer from Australia/America/South America who lied about some secret from his past and someone from that past has shown up to take advantage of it. Or the old manor house in the country with the miser and the dedicated servants.
Also, Doyle doesn’t always play completely fair with the audience for conventional mysteries, by withholding details. Sherlock often keeps Watson in the dark when he knows more than he’s telling and wants to manufacture the big reveal.
I agree that that one isn’t that good, though several in that collection aren’t very good, and frankly there are elements in a couple of them that suggest they aren’t completely Doyle’s work. Kyle Freeman points out places in three different stories that don’t quite fit with Doyle writing the stories. One of them has Holmes snarking at the hired help - something a Victorian Gentleman just wouldn’t do. And it wasn’t to serve some greater purpose, just to be snide.
Another thing that never did feel right about those, somewhere along the way Sherlock retires to the English countryside to keep and study bees. He’s supposed to be content with his scientific studies. Except it is established early on that is scientific studies are not enough to keep him engaged and fulfilled, and he lapses into use of cocaine when bored. He needs the criminal cases to keep his attention, the uniqueness of the puzzles. It seems uncharacteristic that later he is content without them.
But the worst one to me was “The Final Problem”. Here’s why I felt it sucked. Spoilered, because it gives way major flow of the story.
[spoiler]This is the story that kills off Sherlock the first time. So, Doyle decided he needed a villain that was sufficient to stand up to Sherlock. So this is the first mention ever of Moriarty, and we’re told he’s a mastermind with a hand in all the nefarious doings and with a crew of bad guys, but we’ve never seen any indications of this. Watson even says he’s never heard of him.
Second, we’re told Moriarty is a criminal genius every bit as smart as Sherlock, but it’s not really demonstrated. There are a couple of things he does, but really we have no real demonstrations how challenging Moriarty is to Holmes, so this just feels out of the blue and unconvincing.
Third, Sherlock is on the cusp of putting Moriarty and his gang out of business for good, and threatens to retire afterwards, yet decides for his safety to take up an extended vacation in Europe. Just odd for Sherlock to go running away, and keep running.
Fourth, Sherlock doesn’t do any detecting. In fact, the big reveal at the ending has Watson supposedly using Sherlock’s methods to decypher what occurred on the cliffs of Reichenbach above the falls. Fortunately, we don’t actually see Sherlock go over the cliff, which allows a thin vaneer of plausibility for his eventual return. But the whole story is weak on detecting, weak on justification of the bad guy, and weak on the ending. Just overall disappointing even without considering it nominally killed off Holmes. [/spoiler]
Later stories try to shoehorn Moriarty in, and prove he was working all along in the background. Not fully convincing to me. Watson makes a contradictory statement that he was aware of Moriarty for some time before “The Final Problem”.
Doyle was never really that concerned with consistency. He doesn’t even keep Watson’s name straight (is it John or James H. Watson?)
Doyle does jump around a little in time with his stories, so they’re not strictly sequential. And he does make occassional cross references - his stories often start out with an explanatory note from Watson about when it was, things that were happening, other cases that had just been resolved - some of which we never hear about.
There are also a couple of self-parodies that Doyle wrote. They hinge on the same basic joke about Sherlocks method of observation and its effectiveness.
Dude, you should totally spoiler that. 
I mentioned I was going to comment on L.B. Greenwood’s novel, “Sherlock Holmes and the Case of the Sabina Hall”. It is fairly well written and feels authentic in style, tone, and character. It does have a slight weakness in that it repeats a Doyle flaw of borrowing heavily on elements - an old manor house in the country, a miserly old man, some weird staff, bizarre occurrences, some exotic information. It isn’t bad, though, certainly not as bad as the couple authentic stories mentioned above.