There was a 2-volume set by William Baring-Gould that was released quite a few years earlier than the 3-volume set.
https://www.amazon.com/Annotated-She.../dp/0517502917
These 2 volumes have an interesting take on the proposed reading order. The premise (slightly tongue-in-cheek) of these two volumes is that Holmes and Watson were real people and the stories describe real events. Based on clues in the stories, the editor has ascribed actual dates for each of the stories and the stories in the two volumes are in order based on these dates with the earliest dated story being the first story.
It is a very interesting approach and I still enjoy reading though those stories and following the annotations.