I will save my comments to this when I see the movie since the previews for it are NOT AT ALL true to the character.
Sherlock Holmes is that in the books, he does all these amazing things, like get shot at, chase people on horseback, getting in brawls, and other harrowing and dangerous things.
However, the problem is that it never actually happens within the actual story's present. Sherlock usually retells his adventures, only telling us about his crazy adventures in the past tense.
Since the movie would be very boring with Sherlock only talking about his adventures (like much of the books), they simply decided to actually show us the events as they happened.
Besides, who wants to see a slow placed and dry movie with the old deer hunting hat and the fat Watson? They didn't work very well on a mass appeal then, and certainly wouldn't today.
Plus, while you may think it's all action from the previews, there still is quite a bit of detective work, and in the ending, he does reveal his amazing powers of observation and deduction, in true Holmes fashion.