I agree with you about Sherlock Holmes not coming off as well as the Poe stories. For me the problem is all the information being thrown at the listener in such a short span.
Poe's "Oblong Box" made a great CBSRMT, as did another one about a man framed for murder in a small town. A crime story with a great macabre twist. I can't remember the name of the story, but I remember that Jackson Beck is in it. 