I've got a soft spot for two rather silly stories, 'The Horror of the Heights' and 'The Terror of Blue John Gap'. Both are rather dodgy sci-fi. In the former, we're supposed to believe in flying monsters that have remained unobserved by, well, people looking up at the sky. I suppose it's just barely credible, if they were high enough... In the second story a monster emerges from underground, supposedly straying from a subterranean ecosystem. What would it eat? No sun, no plants, no food chain. But it's still a ripping yarn.
In another league entirely is 'The Captain of the Polestar', a really atmospheric tale of whalers, ghosts and all-embracing ice. Non-supernatural tales of horror are not so much my cup of tea, but 'The New Catacomb', 'The Lord of Chateau Noir' and 'The Case of Lady Sannox' are all rather good. Each is, in its way, a tale of OTT vengeance. The first is reminiscent of 'The Cask of Amontillado', the second has a whiff of Maupassant, and the third is just plain sadistic - it seems to prefigure some of the post WW2 stuff that was essentially misogynistic in character.
Anyway, there it is - a good book to sample on a train journey. And in a way these are cautionary tales for modern writers. As David Stuart Davies observes in his introduction, Conan Doyle was obsessed with being a 'serious' novelist when his talents clearly lay elsewhere. I wonder how many of today's authors are making the same basic error; of assuming that what they do best is somehow beneath them, and that their 'muse' is calling them to do something ambitious, worthy, and entirely forgettable?