"Well, well, I must not be selfish," said he, with a smile, as he pushed back his chair from the break-fast table. "The community is certainly the gainer, and no one the loser, save the poor out-of-work specialist, whose occupation has gone." (Norwood Builder.3)
Though Holmes is kidding around here, he reveals his pride with his notion that he, the "specialist," exists separate from the community at large.
"It's all going wrong, Watson - all as wrong as it can go. I kept a bold face before Lestrade, but, upon my soul, I believe that for once the fellow is on the right track and we are on the wrong." (Norwood Builder.88)
Holmes has a definite competitive streak, that especially comes out in professional situations. If his pride is ever wounded, he gets extremely competitive.
Lestrade laughed loudly.
"You don't like being beaten any more than the rest of us do," said he. "A man can't expect always to have it his own way, can he, Dr. Watson?" (Norwood Builder.116-117)
Lestrade gets a kick out of beating Holmes, temporarily at least, and he also hints at Holmes's arrogance here, since Holmes expects to "always" be right. Trouble is, Holmes is almost always right, so his pride is somewhat justified.
"We could, of course, have gone in and taken him, but it amused me to make him reveal himself. Besides, I owed you a little mystification, Lestrade, for your chaff in the morning." (Norwood Builder.198)
Holmes reveals that he isn't above some petty revenge here. It's also notable that Holmes often puts on a dramatic show if his pride has ever been wounded.
"You have been very remiss in not coming to me sooner," said he, severely. "You start me on my investigation with a very serious handicap." (Priory School.1.27)
Holmes gets irritated if he's not in the thick of things more than once in the book; he even gets jealous when people do things without him.
"His Grace is never very friendly with anyone. He is completely immersed in large public questions, and is rather inaccessible to all ordinary emotions. But he was always kind to the boy in his own way." (Priory School.1.70)
This description of the Duke and his relationship with his son in the "Priory School" can easily be applied to Holmes and Watson as well. Like the Duke, Holmes is a detached individual with lots of a pride and a focus on big "public" issues (crime in Sherlock's case) instead of on relationships.
"You can't help it, my dear Watson. You must play your cards as best you can when such a stake is on the table. However, I rejoice to say that I have a hated rival, who will certainly cut me out the instant that my back is turned." (Milverton.1.61)
It is practically a point of pride for Holmes to have a "hated rival." He's definitely a little bummed after Moriarty is gone and Holmes, like any good superhero, seems to think that he needs a nemesis around to make life interesting.
"Perhaps when a man has special knowledge and special powers like my own, it rather encourages him to seek a complex explanation when a simpler one is at hand." (Abbey Grange.70)
The fact that Holmes describes himself, even as a joke, as having "special powers" really demonstrates his pride and arrogance. The man has healthy self-esteem at least.
"I am fairly familiar with all forms of secret writings, and am myself the author of a trifling monograph upon the subject, in which I analyze one hundred and sixty separate ciphers, but I confess that his is entirely new to me." (Dancing Men.154)
Holmes has trouble doing humble. He's clearly trying to downplay his success and brilliance here, or perhaps emphasize it by using false modesty. At any rate, Holmes is so super awesome that he can't come off as modest even if tries. Which he usually doesn't.
My friend has so often astonished me in the course of our adventures that it was with a sense of exultation that i realized how completely I had astonished him. (Second Stain.84)
Watson isn't the only one with pride in these stories. Watson normally takes pride in his friend, but he has his own sense of pride as well and seems to really enjoy the rare occasions where he can best Holmes and possibly put a dent in Holmes's overconfidence.