Some of the short stories and Hound were serialized by Stanford U, which put their .pdf versions online. When I hit them in the readalong I'm going to point to them, because I think they're just PERFECT for this - not just free, but illustrated *and* with useful notes and commentary (but not so much as to detract from actually trying to read.) Click also on Sherlock Holmes Adventures on that page for more.

(I had been intending to print them out, but I just remembered that I have a pretty darn good .pdf reader on my ipad...)