Admittedly, I'm a Holmes fan, have been since my grandpa used to read my kids' versions of the stories when I was little, and it was great fun revisiting & reading some of the stories for the first time.  So here are my thoughts

"The Adventure of the Speckled Band"- Definitely my favorite, Roylott is the best bad guy, even better than Moriarty IMO because Conan Doyle makes him more of a tangible threat in the story.  I thought this story was the perfect blend of brain-teaser mystery and gothic atmosphere.  Although I do have to wonder how much research Conan Doyle did since snakes don't hear and therefore would never respond to a whistle.  But that's just me being picky.

"The Red-Headed League" - Very fun story, I like the little details, like Holmes and Watson unintentionally laughing at the crazy story of the League.  That one instance makes the story more... believable almost.  With a story so outlandish, that kind of detail is like Conan Doyle's wink-wink at the reader, acknowledging how outlandish some of his stories can get but still grounding it in a realistic mystery.

"The Adventure of the Dancing Men" - Good, sad, but it was very interesting of Conan Doyle to do stories where Holmes isn't always 100% successful.

"The Adventure of the Final Problem" - Good, not great.  I think, as a Holmes fan, if I'd been alive at the time of publication I'd have been pissed off with that ending too.  Not that an arch-nemesis for Holmes and the mortal combat at the Reichenbach falls isn't a cool way to end it, but I felt like we didn't see enough of Moriarty.  It's all tell, not enough show.  All of a sudden, out of nowhere, Holmes is at the end of an investigation into this super-criminal fraternity, which is described but only after the fact.  I think at this point Conan Doyle was tired of writing the Holmes stories and it comes across in the story.  I'm very glad this wasn't the last Holmes story.

"A Scandal in Bohemia" - Awesome.  Probably the most character-driven Sherlock Holmes story, and again, Conan Doyle is refreshingly progressive in some of his stories.  What other Victorian writer has his brilliant hero beaten by a woman?  And Holmes is such a good sport about losing.

"The Adventure of the Empty House" - Good, not great again.  The plausibility is well done, with Holmes staging his own death to round up the last of Moriarty's confederates, but I still kept feeling so awfully terrible for Watson.  I mean sheesh, how awful is it to let your best friend think you're dead for three freaking years?  That'd be enough to leave me in therapy with severe trust issues for many years.

Mixed. I don't like the character that his Holmes. He's not likeable. Watson on the other hand, is really a bit of a lackey.

"Scandal in Bohemia" This is a good one. We meet "Holmes's woman" Irene Adler. Holmes does some clever sluething that I could not predict. Miss Adler trumps the" snoodie" Holmes. I like that.

"The Red-Headed League"  Another good one. Funny. Again, clever sluething which I couldn't predict. I like it when stories make me go "A-ha."

"Dancing Men."  Blah. Nothing much here other than Holmes decoding a message.

"Final Problem"  Awful conclusion. Doyle got tired of Holmes and shoved the whole business over the ledge.How insulting to the reader.  Not that I mind Holmes getting killed, it's just that it was perfectly unbelieveable that Holmes, man of such detecting greatness, would allow himself to get killed in the manner that he did. He just accepted it. But I don't accept that he would accept that fate. Holmes was way too clever for such a lame demise.

"Speckled Band"  This is the story that showed how formulaic Doyle can be.

The Hound of The Baskervilles.  Excellent. The legend of a giant hound dog is a bit cheesy, but the traditional elements of mystery and detective work are there. It's easy to see why this is a classic. Nice gothic elements. Spooky cool.

Tome, I have to agree with you. I have never read anything written by Doyle before and his work was good and entertaining but not amazing when it comes to the short stories.  Holmes is not the lovable character l had always imagined. He is pompous and Watson is nothing more than a doormat. However, Doyle does make them an entertaining pair. "Dancing Men" was ok. The Red Headed League was fun. I really enjoyed the humor and premise of the story. Scandal in Bohemia was fantastic. Irene Adler was a great character and not someone I would expect to have given such a lasting impression being in such a short story. Doyle was at the top of his game for that one. Final Problem and Speckled Band are plain dumb.

I have to agree with what has been said above. If I had to pick a favorite I would say the Red Head League, though none of the short stories really grabbed me. I loved the Hound of the Baskervilles, this is  my second time reading it, and I picked up on new things this time around.

My clear favorite was The Red Headed League.  It was funny, clever, and well-written. 

Number two: The Hound of the Baskervilles.  I enjoyed Watson's central role in crime-solving and the blend of barren landscape, Neolithic ruins, and local legend/superstition as a dramatic background.  Well done.

The Speckled Band came third on my list.  Roylott being a brute who obviously intimidated, if not abused, his stepdaughters created tension. The fact that the crime occured at night, close to or during sleep, added a sense of vulnerability and horror.  With these elements, I thought Doyle quickly built up suspense and expectation of a horrible crime -- but then it fell flat for me in the end.  Great potential that didn't completely deliver.

And I have to agree with Tome that Doyle insulted his readers in his handling of Holmes' end in The Final Problem.