http://221bakerstreet.org/ this website brings you 48 out of the 60 stories by Sir Arthur Conan Doyle. If you are bored of reading you can hear the stories by sound files.
There are also a couple of links to other websites. Even a podcast can be found. Not all the links are working tho. If you want to know if there is a society in your country simply go to http://221bakerstreet.org/holmes_list.html and there is a list.