The original chronicles of Mr. Holmes' cases were also
illustrated. For those of us who can't afford first editions,
here are several facsimile reprints of the original stories:

The Original Illustrated 'Strand' Sherlock Holmes: The Complete
Facsimile Edition
Mallard Press, 1990, ISBN 0-792-45415-4, oversize hardcover
This edition contains the entire Canon including "A Study in
Scarlet" and "The Sign of the Four" which did not appear in
Strand. Page reproductions are larger than the originals and the
quality is very good.

The Complete Illustrated 'Strand' Sherlock Holmes: The Complete
Facsimile Edition
Barnes & Noble, ISBN 0-88029-885-5, oversize hardcover
Same as above.

The Original Illustrated 'Strand' Sherlock Holmes: The Complete
Facsimile Edition
Wordsworth Editions, trade pb

The Original Illustrated Sherlock Holmes
Castle, ISBN 0-89009-052-2, hardcover
Contains all of the stories illustrated by Sidney Paget.

The Classic Illustrated Sherlock Holmes
Longmeadow Press, ISBN 0-681-40189-3, 1987?
Contains all of the stories illustrated by Sidney Paget.

Memoirs of Sherlock Holmes
A&W Visual Library, 1975

The Hound of the Baskervilles
Schocken Books SB505, 1975, ISBN 0-8052-0505-5, trade pb
There may also be a hardcover edition.

The Return of Sherlock Holmes
Schocken Books SB506, 1975, ISBN 0-8052-0506-3, trade pb
There may also be a hardcover edition.

The Memoirs of Sherlock Holmes
Schocken Books, 1976
There may be both hardcover and trade pb editions.

The Adventures of Sherlock Holmes
Schocken Books, 1976
There may be both hardcover and trade pb editions.

The Sherlock Holmes Illustrated Omnibus
Schocken Books SB507, 1976, ISBN 0-8052-0507-1, trade pb
Collects the four Schocken titles listed above.

Sherlock Holmes in Portrait and Profile
Walter Klinefelter
Schocken Books SB498, 1975, ISBN 0-8052-0498-9, trade pb
Reprint of a Syracuse University Press publication. A study of the
original Holmesian illustrators from 1887-1927.

A Study in Pictures
James Montgomery
Magico Magazine, 199?
A study of Sherlockian illustrators.

Sherlock Holmes in America
Bill Blackbeard
Harry N. Abrams, Inc., 1981
More reading on the history of the illustrated Holmes.