/lit/ - Literature

Go with Adventures.

To read everything in publication order is:

A Study in Scarlet
The Sign of the Four
Adventures
Memoirs
Hound of the Baskervilles
Return
His Last Bow (this volume was technically published after Valley of Fear, but contains stories that were published in periodicals before that)
Valley of Fear
Casebook

Otherwise the stories featured in a "best of" I own, that got me into Sherlock in the first place and consist of ones Conan Doyle thought his best (there was a competition to guess these at some point), plus a few considered important by a Sherlock academic that Doyle neglected. They were (sans "the's"):

Scandal in Bohemia; Red-Headed League; Five Orange Pips; Man with the Twisted Lip; Blue Carbuncle; Speckled Band; Copper Beeches; Silver Blaze; Musgrave Ritual; Reigate Squires; Greek Interpreter; Final Problem; Empty House; Dancing Men; Solitary Cyclist; Priory School; Charles Augustus Milverton; Second Stain; Devil's Foot; Illustrious Client