The Adventures of Sherlock Holmes
I found a copy in the phone box library near us and have been pawing through it before bed. It's easy to forget how much adventure there really is in these stories, compared to the Golden Age convention of clue hunting and tea parties. Margery Allingham must have been reviving this trend as much as inventing it in The Tiger in the Smoke (US link) a book which has some explicit Holmes references.
The Blue Carbuncle remains my favourite Holmes story. It has everything: the intense, simplistic deductions from the hat, a confused identity, a trawl through London streets at night, a psychological trick, a jewel. If you wanted a single archetypal Holmes story that must be it. It is much better than Silver Blaze which gets over-represented because of that line about the dog.
And the prose is fresh and concise. Conan Doyle's dialogue is excellent and under rated. It's one reason why so many adaptations for TV and film have been made. Jeremy Brett is the best and the last time I checked was all available on YouTube. If you haven't read it recently, I highly recommend The Adventures of Sherlock Holmes (US link), the original and the best.