I particularly like 'The Small Client'. It takes liberties with the plot, and Moriarty appears as a steampunk villain rather than a scholarly schemer*, but it works. We watched it at a Holmes meet recently, back to back with O Xangô de Baker Street, and unsurprisingly found Meitantei Holmes the more in-character of the two ... you know, apart from them being dogs ;)

* I rather like him, but I do have to admit it's a *little* departure from the original ;D