I was reading The Naval Treaty and noticed this:
Sherlock: “Well, I waited until the road was clear—it
is never a very frequented one at any time, I
fancy—and then I clambered over the fence into
the grounds.”
“Surely the gate was open!” ejaculated Phelps.
Sherlock: “Yes, but I have a peculiar taste in these matters.”
So basically what Sherlock tells us here is he could do things the boring and ordinary way but prefers to be dramatic whenever possible.
People think he must have some clever reason for the things he does because they don't understand and they see him as mysterious but his thought process is really: "Yeah..... could walk through the gate buuuuut jumping the fence makes me look way cooler, especially with my coattails flapping out behind me like wings or something. Yeah, I think that will look pretty cool."