Listening to the BBC Radio versions of the tales on headphones is great fun - the performances and productions are top-notch. Only the Granada TV versions with Jeremy Brett come close. Last week I caught a showing of Silver Blaze and was very impressed with the adaptation; the last scene where Holmes sniffily dines and explains the case (complete with Brett inserting a surreptitious and very funny sheep's bleating) is wonderful.
I did quite enjoy his line where he wondered about the 'curious case of the dog in the night time'. Ah! So that's where it comes from!