I've edited my post so as to propose to select the best adventure books, and not "the greatest", the latter term being, as has been noted, too subjective.
Queen B, I too love London and Jules Verne (my two favorite Verne were 20,000 Leagues Under the Sea and its sequel, The mysterious Island, although it's been a long time since I've read them).
Conan Doyle is good too.
Frelga: The Three Musketeers is very good too, but I do not enjoy it as much now as I used to enjoy it when I was a teenager, while I still find Monte Cristo uncannily compelling. Monte Cristo is more inventive, more complex, and more moving (and more melodramatic and implausible too, granted). And I find Monte Cristo's themes more interesting (injustice and retribution; is Dantès' vengeance right? Is he a human being anymore?).