This is my biggest gripe with the show. What would be wrong with Sherlock/Watson just, you know...investigating a mystery and then solving it in a stand-alone episode?
The biggest issue with this show is that they are intent on having an over-arching, continuing plot-line (Mary and Moriarty, for example). There are too few episodes that are released too infrequently for this to be effective, IMHO. The plots also seem forced (Moriarty...Moriarty again!...Moriarty strikes back!).