S3: Added in 2014. More to come. 8)
So I may add to this post, but at present I want to recognize two great LJ users, caffienekitty and arianedevere.
Transcript index by Ariane DeVere
What's at her index, along with fanfic:
Sherlock Season 1 episode transcripts
A Study in Pink / The Blind Banker / The Great Game
Sherlock Season 2 episode transcripts
A Scandal in Belgravia / The Hounds of Baskerville / The Reichenbach Fall
Sherlock DVD commentary transcripts
A Study in Pink / The Great Game / Unlocking Sherlock (Season 1 special feature)
A Scandal in Belgravia / The Hounds of Baskerville / Sherlock Uncovered (Season 2 special feature)
Sherlock Season 3 episode transcripts
The Empty Hearse pt 1 of 3 / The Sign of Three pt 1 of 4 / His Last Vow pt 1 of 4
Picspam [screen caps with reactions] by caffienekitty; her Sherlock Fanfic and Stuff index.
Introductory Picspam for Sherlock [Season 1] -- also SH's grammar scene [transcript] in Study.
And here's Season 2.
"A Scandal in Belgravia" - Part 1 and Part 2
"The Hounds of Baskerville" - Part 1 and Part 2
"The Reichenbach Fall" - Part 1, Part 2 and Part 3
A bit more as Sherlock candy goes, since people have mentioned how much they love the opening of The Great Game, and caffienekitty transcribed that also; along with some of her screen caps icons -- of your kind courtesy, do tell her if you use any!