Many people do not realize that Sherlock Holmes is really based on a real person! When Doyle was attending medical school, one of his professors, Dr. Joseph Bell, could deduce the life of his patients by simple observation. This seed eventually blossomed into Sherlock Holmes.
To begin with, we all know who he is and what he is about, but we can take the next step and actually read the stories behind the icon. Most Sherlockians agree that it is best not to start with "A study in Scarlet." I think it is best to start with the collection "Adventures of Sherlock Holmes," with the story "A scandal in Bohemia" then rad your way through several of the collations. then you can go back and read "A Study in Scarlet," and "The Sign of Four." Doyle's writing gets better as the stories progress, until you hit "The Hound of the Baskervilles."
AS been noted, Holmes becomes a bit of an addiction. Doyle is that good of a writer. As I said, everyone knows who he is, like Tarzan, Elvis, or Madonna.
The only drawback is that some of Doyle's earlier stories can get a bit tedious and somewhat formulaic at times. But the attraction is still there!
Yes, it is worth the money to buy the complete Sherlock "cannon!"