I'll list some of my favorite stories thus far (though I'll probably add more down the line. While my list is for the manga version, I'm using the title from the anime episode for clarity. Anyway:
1. Kogoro's Class Reunion Murder Case (Volume 9): Deviates from the formula, and gives some depth to Kogoro (taking a case seriously and despite some subtle hints from Conan, does decent deduction work).
2. Edogawa Conan Kidnapping Case (Volume 5-6): Even with the hindsight that The Night Baron and Fumiko are really Yasaku and Yukiko Kudo, the creepiness of their characters is still convincing. The story ending with Conan getting payback is just perfect.
3. Coffee Shop Murder Case (Volume 11): Aside from being another episode that goes outside of the usual formula, the expression on Conan's face when remembering who Eri Kasaki's face is priceless. And the ending is a good example of how continuity from a previous story can have an impact on the character.
4. Holmes Freak Murder Case (Volume 12-13): In addition to Heiji learning about Conan's secret, it's enjoyable to see a mystery dummy actually waking up and turning the tables on Conan. Plus I chuckled at Kogoro's assumption that the psychic murdered the victim by willing him to drive over the edge of the cliff, and the scene where Heiji/Conan apparently pointed at Kogoro. Of course, seeing the Holmes fans getting touchy when someone didn't get Sherlock Holmes was priceless. But face it, Ellery Queen is the best in the mystery field. (Notices evil glares) On second thought, Arthur Conan Doyle excels in the mystery stories.
5. Big Monster Gomera Murder Case (Volume 13): Overall, the highlights are "Agasa" being the one to point out the murderer and the Detective Boys getting in the way during the deduction (Shoo, Shoo, Go away).
6. The Desperate Revival (Volume 25-26): Overall a nice emotional story where it seems like Shinichi is back to normal, only to find out that the cure he took only lasted for 24 hours. Other favorite moments of the arc include Conan suggesting that Agasa builds a lifelike robot to act as his older self to throw off Ran's suspicion, Heiji trying to pose as Shinichi, Sonoko changing the play to include the kiss between the Black Knight & Princess Heart and Shinichi himself acting like Conan several times (such as his greeting towards the Detective Boys and addressing Ran as his older sister). After frequently reading and viewing of the final murder in the chapter, I tend to get a good laugh off Shinichi reanacting the murder by placing his arms around the murderer's girlfriend and Takagi's reaction to it).