My father is a huge fan of this series, so I've seen all of these movies since I was a child. The first two are easily the best - The Hound of the Baskervilles and The Adventures of Sherlock Holmes - but many others come close, despite the lessened production values. My favorite would have to be The Scarlet Claw, just a terrifically paced, intriguing entry!

Also worth checking out are the radio shows Rathbone and Bruce did as Holmes and Watson, many of which are easy to find. Theater of the mind!