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I think we should tread carefully with this example, lest we annoy the Doyle fans. The aforementioned titles are not interchangeable.  The Adventures of Sherlock Holmes, The Memoirs of Sherlock Holmes, The Return of Sherlock Holmes, His Last Bow, and The Case-Book of Sherlock Holmes all refer to collections of *specific* short stories. 

For example, The Adventures of Sherlock Holmes is a collection of these twelve short stories:"A Scandal in Bohemia", "The Red-Headed League", "A Case of Identity" "The Boscombe Valley Mystery", "The Five Orange Pips", "The Man with the Twisted Lip", "The Adventure of the Blue Carbuncle", "The Adventure of the Speckled Band", "The Adventure of the Engineer's Thumb", "The Adventure of the Noble Bachelor", "The Adventure of the Beryl Coronet", and "The Adventure of the Copper Beeches". 

You can see how the other stories are grouped here: https://en.wikipedia.org/wiki/Canon_of_Sherlock_Holmes

The other more generic titles (Complete Sherlock Holmes, Novels. Selections, Short stories. Selections, Works. Selections) should presumably refer to collections that do not fit into those established named collections.  

So, I think we should say there are, in fact, Preferred Titles for those specific collections.  I think a created conventional title would only be appropriate for a newly remixed collection of bits (some parts of the novels, some parts of the short stories).

Julie

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Julie C. Swierczek
Librarian for Primary Resources and Metadata Services
Swarthmore College Peace Collection and Friends Historical Library