A Study in Scarlet - The Mormons... I hate the Mormons. The story is so great until I hit the Mormon section each and every time. Its like a completely different story. (Also if someone had given me a copy of this with zero context and I had no knowledge of Sherlock Holmes or its time period, I would have sworn that Watson was in love with Sherlock... at the least he was obsessed with him.)

The Sign of the Four - Minus the Mormon shenanigans from the first story, this story doesn't do it for me the way Study in Scarlet did.

The Adventures of Sherlock Holmes

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A Scandal in Bohemia - This is actually really good. Its not so overtop ridiculous. Sometimes I felt that some of Sherlock's conclusions were quite the reach in the first two stories. And this actually made quite a lot of sense. (It's also interesting to see how the Irene Adler character has changed in different adaptations of this story. She is very much portrayed as the romantic character now, but in this story Sherlock is only in admiration of her because he was shocked that a woman outwitted him. There is nothing romantic about it.