I'd start at the beginning - A Study in Scarlet. 60 short stories and 4 novels to choose from. The trouble is that if you pick one at random and then another, you'll soon notice that in one Holmes is a rabid drug addict and in another it isn't mentioned.
Most good editions have a chronology. If you lived closer I'd lend you my set!
It's a slasher's paradise of course. I remember someone started a series of stories - no idea who - but it never got anywhere, or it just disappeared under my antenna! Pity. I'd like that. Maybe it'll inspire you. :D