These are all canon or movie verse and lengthy or at least plot-heavy. You'll probably have come across a few of these already, but I hope that at least some of them will be new to you :)
katieforsythe's fic. I particularly recommend the Love series, which can be read as one big novel with alternating viewpoints. Chock-a-block full of mystery, and it spans their entire relationship from meeting to retirement. Birds to a Lighthouse (http://katieforsythe.livejournal.com/15024.html) is my favourite part :)
Anything by candle_beck is amazing. I think all of her Holmes fics are first-time fics, and often come with some degree of investigation.
I compulsively rec Winter in London (http://w-a-i-d.livejournal.com/748.html) whenever I can. Words cannot express how much I adore that fic. There is so much historical detail in the case, and the story is just heartbreaking, in the best possible way.
Broken Substitutes (http://zarah5.livejournal.com/56942.html) is very good, lots of UST and built around a case. It's movie-verse and post-Reichenbach, but was written before Game of Shadows.
High Stakes (http://tinzelda.livejournal.com/5989.html) is a lovely slashy reimagining of A Study in Scarlet.
These Things were Promises (http://paperclipbitch.livejournal.com/128436.html) is a UST feast; it was offline for a while but thankfully, the author has unlocked it again.
The Case of the Stolen Doctor (http://flawedamythyst.livejournal.com/408771.html), wherein Moriarty kidnaps Watson. Need I say more?
Watson is also kidnapped in Leverage (http://jenlee1.livejournal.com/3647.html). There can never be enough of that.
Also when 'tis Cold and Drear (http://archiveofourown.org/works/421662/chapters/703400) has a lovely slow buildup with alternating PoVs, framed by case investigations.
To See Reason (http://shkinkmeme.livejournal.com/4456.html?thread=3083880#t3083880) has lots of exciting tension, case-wise and relationship-wise.
Things on Fire, Things that Fall (http://holmestice.livejournal.com/32279.html) ticks all the boxes and is funny, too.
Unravelled (http://circa1220bce.livejournal.com/1523.html#cutid1) is another humorous fic, wherein Holmes has amnesia and assumes that he and Watson are an item. He goes all detective to uncover the truth.
I haven't read the following fics yet, but they look plotty and, as far as I'm aware, involve first-time romance: The Silver Answer (http://archiveofourown.org/works/95654) Jack-in-the-Box (http://esteefee.dreamwidth.org/4167.html#cutid1)
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I compulsively rec Winter in London (http://w-a-i-d.livejournal.com/748.html) whenever I can. Words cannot express how much I adore that fic. There is so much historical detail in the case, and the story is just heartbreaking, in the best possible way.
Broken Substitutes (http://zarah5.livejournal.com/56942.html) is very good, lots of UST and built around a case. It's movie-verse and post-Reichenbach, but was written before Game of Shadows.
High Stakes (http://tinzelda.livejournal.com/5989.html) is a lovely slashy reimagining of A Study in Scarlet.
These Things were Promises (http://paperclipbitch.livejournal.com/128436.html) is a UST feast; it was offline for a while but thankfully, the author has unlocked it again.
The Case of the Stolen Doctor (http://flawedamythyst.livejournal.com/408771.html), wherein Moriarty kidnaps Watson. Need I say more?
Watson is also kidnapped in Leverage (http://jenlee1.livejournal.com/3647.html). There can never be enough of that.
Also when 'tis Cold and Drear (http://archiveofourown.org/works/421662/chapters/703400) has a lovely slow buildup with alternating PoVs, framed by case investigations.
To See Reason (http://shkinkmeme.livejournal.com/4456.html?thread=3083880#t3083880) has lots of exciting tension, case-wise and relationship-wise.
Things on Fire, Things that Fall (http://holmestice.livejournal.com/32279.html) ticks all the boxes and is funny, too.
Unravelled (http://circa1220bce.livejournal.com/1523.html#cutid1) is another humorous fic, wherein Holmes has amnesia and assumes that he and Watson are an item. He goes all detective to uncover the truth.
I haven't read the following fics yet, but they look plotty and, as far as I'm aware, involve first-time romance:
The Silver Answer (http://archiveofourown.org/works/95654)
Jack-in-the-Box (http://esteefee.dreamwidth.org/4167.html#cutid1)