The Complete Sherlock Holmes Canon: another online collection of the complete Canon, which has the option to download all the books and short stories in various formats, either together or in separate collections (Adventures, Memoirs, Return, etc.)
The Sherlock Holmes Museum: despite the fact that's it not a beautiful website, it does have a neat little virtual tour of the museum, as well as some interesting links
The Diogenes Club: although this site does not play well with my Google Chome Quicktime plug-in, there is actually a wealth of material here, if you have the patience to find it (seems to work better with Internet Explorer)
I Hear of Sherlock Everywhere: a site dedicated to "News and Information About Sherlock Holmes in Popular Culture." I've just started to contribute to this site myself.
Criterion Bar Association: located in a city I called home for six years or so, Chicago, IL, the Criterion Bar Association is, according to their website, "the oldest and largest, all-inclusive scion society of the Baker Street Irregulars in the Chicagoland area."