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"These little records of our cases which you have been good enough to draw up" [COPP] 

Stanford University is sponsoring a Discovering Sherlock Holmes project, in which they seek to recreate the atmosphere of the publication of the original stories. From their web site:
Over 12 weeks from January through April 2006, Stanford will be republishing, free of charge, two early Holmes stories, "A Scandal in Bohemia" and "The Speckled Band"; the nine-part novel, The Hound of the Baskervilles; and the famous "last" encounter between Holmes and Moriarty, "The Final Problem."
Since it is now mid-April, it is too late to collect the paper versions of the stories; but they are available as PDF files on the Stanford web site, along with extensive reading notes for each issue.

In addition, there is a good deal of information about Conan Doyle and the era in which Holmes lived.