So I am a huge Sherlock Holmes fan. I first read all the stories back one summer in high school. I got a giant book with super thin pages of all the stories from the library and read it over the course of a month. Since then, I've reread all the stories at least twice as well as various stories in singles again. I've seen lots of adaptations too. I recently read two non-fiction books about Holmes and the stories.
The Private Life of Sherlock Holmes by Vincent Starrett: well, I say this one is non-fiction but the premise is that it is a biography of Holmes (and Watson) as if they were real people. It was really interesting and did include some info about the Baker Street Irregulars, the superfan club that still exists. Definitely one to read if you're willing to play The Great Game. a 5.
The Scientific Sherlock Holmes: Cracking the Case with Science and Forensics by James O'Brien: This book was something like an encyclopedia; it took a topic, like chemistry or fingerprints, and explains how Holmes used it and in which stories. The author explains when Holmes gets things right or wrong scientifically as well as whether the technique is still in use. It was really informative but rather dry in places. also a 5.