I should totally go back to this series! I was charmed by it as a teenager, too, but I went quite against the spirit of the thing by always skipping to the few Holmes and Watson cameos! For this reason, the book I remember the most is the one later in the series where Nell's Sort Of Boyfriend Turns Out To Have Encountered Watson In The War and His Mysterious Traveling War Wounds Are Explained Dramatically.

But I do remember liking Nell very much and also being delighted at a series that actually let Irene be in love with her husband for once! :)