The Complete Sherlock Holmes is the omnibus edition, gathering all four novels and all five short story collections into a single volume. It runs to about thirteen hundred pages depending on the printing. The novels are A Study in Scarlet (1887), The Sign of Four (1890), The Hound of the Baskervilles (1902), and The Valley of Fear (1915). The short story collections are The Adventures of Sherlock Holmes (1892), The Memoirs of Sherlock Holmes (1894), The Return of Sherlock Holmes (1905), His Last Bow (1917), and The Case-Book of Sherlock Holmes (1927). Sixty cases in total, the so-called canon that every Holmes fan eventually wants to read in order.
If you are getting into Holmes seriously and do not want to chase down individual collections, this is the file you want. Read in order it covers thirty years of Doyle’s writing, from the introduction at Baker Street to the late Sussex retirement stories. There is something genuinely satisfying about watching Holmes age, grow tired of London, take up beekeeping in Sussex, and quietly reappear one last time during a world war.