The very first one - "A Study in Scarlet" - where Watson's trying to figure out what Holmes does for a living by finding out the sorts of things he knows. Holmes scathingly replies that, now that he's been told about the Sun and Earth, he'll promptly try to forget that fact since it's just useless information that clutters the mind! (editted to add: Holmes didn't claim that the Sun went round the Earth - he was actively disinterested either way).

Just double-checking on wikipedia, that page's author(s) reckon Holmes was just pulling Watson's leg.

It is fascinating how Conan-Doyle, - so willing to go out on a limb with his fairies,etc - could create such a hard-headed logician like Holmes. (I believe the girls who put out those pictures waited until Conan-Doyle died before admitting it was a hoax, since he'd been so kind to them they didn't want to shame him while he was still alive).

For those who haven't discovered them yet, I love the Mary Russell series of Holmes stories. Holmes' reaction when he finds out about Conan-Doyle and the fairies is classic.