salty-horse

The list should be ordered according to publication date:

(The following order was taken from Wikisource)

A Study in Scarlet (1887)
The Sign of the Four (1890)
The Adventures of Sherlock Holmes (1891 - 1892)
The Memoirs of Sherlock Holmes (1893)
The Hound of the Baskervilles (1902)
The Return of Sherlock Holmes (1905)
The Valley of Fear (1915)
His Last Bow (1917)
The Casebook of Sherlock Holmes (1927)