I agree with Langdell. I would do what Langdell recommends, with one exception–
The first story that I read that utterly hooked me was “The Red-Headed League” in The Adventures of Sherlock Holmes. I read this when I was in 6th grade, and I was enthralled. For weeks I walked around trying to deduce stuff about people from their clothing, fingernails, etc.!
I would heartily recommend this story as a good way to get a great intro to Holmes. It has everything–a great plot with an exciting and dangerous conclusion, interesting characters including the villain, a hint of Holmes’ derision for Scotland Yard, his love for the violin, the presence (unseen of course) of Moriarity, and quite a bit of humor.
I believe that Sir Arthur Conan Doyle’s favorite story was “The Speckled Band,” also from Adventures. I really like this story, too.
I believe that his wife liked “Silver Blaze,” in The Memoirs of Sherlock Holmes.
The fan favorite is “A Scandal in Bohemia” from Adventures. I wouldn’t start out with this story, though. Without the background, it would be easy to assume from this story that Holmes is somewhat of a dolt.
There are four short novels–my very favorite is Valley Of Fear. Much of this story is set in the United States, which is perhaps why I like it so much. I truly wish that Jeremy Brett could have done this story before he passed away.
And there’s always the classic Hound of the Baskervilles. I’ve read some reviews arguing that this is one of the most perfect detective stories ever written. If I am restless and looking for a way to while away a foggy, dreary day, I will pick this short novel up.