I am rather new to D&D and its world so forgive me for any ignorance shown.
Anyway, I was reading through my PHB, specifically the Rogue section where it pointed out that not all Rogues are criminals and some make an honest living as "locksmiths, investigators or exterminators". It was the investigator that got me thinking as I went immediately to a Private Investigator which then led my mind to one Sherlock Holmes.
I wonder if you could make a Sherlock Holmes Rogue I thought...Holmes was written by Conan Doyle to be a martial arts expert in Bartitsu...often breaking into places he shouldn't and often in a disguisethat fooled Dr. Watson. So that would be a Rogue who is proficient in thieves tools, would pick the skills Investigation, perception, stealth and insight with the Archetype Assassin. The assassin archetype gives him the ability to create false identities and mimic people. He would be a Human so would get two more skills, Sleight of Hand and Religion, and the feat would be Observant.
So then with his Stats I could make Int his highest stat with Wis his second. I would go further and ask the DM to let me bump his Int a bit to get the proper character.
With Bachgrounds I think I would make my own with two tool/language etc proficiencies and two skill proficiencies. So first up would be a musical instrument...violin, Survival (he follows clues to track) and History (he pulls knowledge from his mind) and another language.
He would be the leader of the group, maybe not the best fighter but smart as hell, more a director of the action.
Doctor Watson would be his number 2, a cleric with the soldier background.
Then you can have
Irene Adler, Warlock.
Inspecter Lastrade as a fighter with a low Int.
Some Baker street Iregulars, Holmes was always a big fan of their skill so we could have a Ranger or Rogue, fighter perhaps even a Sorcerer all with the Urchin background.
Mycroft Holmes would be perfect as a Wizard.
A reformed criminal that Holmes saved as a Barbarion.
So they would be a private detective agency based out of a Tavern perhaps....run by a widowed lady called Mrs Hudson.
You could also do something similar for say The league of Extraordinary Gentlemen and others.
I am wondering if this sort of thing is common, frowned upon...allowed even?
Thoughts?
Everything is allowed. Although I'm not sure how easy you'll find it to sell other players on the notion of playing, in essence, your character's sidekicks.
Cool, thanks for the feed back 
I had no plans to be the main character at all to be honest, more it was about a cool concept with a list of characters and then every one picks the one they feel drawn too. Being the novice I am thinking more alone the lines of someone else leading the party that way we might survive lol.
I am pleased to hear this sort of thing happens though, adds some cool RP I think. If I find enough others that agree
This sort of things happens from time to time, but it really just depends on the group your in.
Also the novlty tends to wear off quickly, so it's probably not good for long term campaigns.
For instance, in a one shot we ran, everyone was a professional wrestler. It was fun making the characers, and playing them, but we where really running thin on catch-phrases by the end of the night.
They wheren't exactly deep characters with lots to explore.
Yeah, I'm pretty sure since this forum came online we've statted out characters for every single tv, movie and literary character you could reasonably think of, some of them in several editions - "How do I build Batman in X edition?" is a post that shows up about every six months or so...
It can be fun using a themed party, but sooner or later if the campaign goes on long enough you're going to end up veering off wildly from the canon of whatever movie/show/book world you're playing in, and the campaign starts to lose it's original flavor - which was the primary point of playing a game set in that world in the first place.