Should the canon be read in order?

[Butterfly]

I haven't yet read any of the Sherlock Holmes stories, but I have The Adventures of Sherlock Holmes, The Hound of the Baskervilles, and The Return of Sherlock Holmes. I was wondering if I should read them all in order of publication, or if there are maybe some books in particular that should be read in order and others that don't matter as much. I probably won't read them all in order in one go, but if there is significant plot/character development across stories I don't want to miss that by reading them in the wrong order.

[Badgerlord]

Well, I would advise reading Adventures before The Return, otherwise there is no real order.