The film is available online here at the Internet Archive:
The New York Times has a positive review. Salon.com focuses its review on the Criterion release. FilmReference.com says,
Many critics and viewers alike feel the The 39 Steps is one of Hitchcock's finest films; in fact, viewer response to the film today is often as enthusiastic as during the time of its release.
Images Journal says,
The 39 Steps is arguably Hitchcock's best British film. It's full of fascinating compositions as Hitchcock uses his camera with expressionistic gusto. More so than in his other British films, Hitchcock's work in The 39 Steps is influenced by the great German and Russian filmmakers.
9/12/2007: The Criterion Collection blog has a review.
12/31/2008: Only the Cinema has a review.
6/29/2009: Film Fanatic has a review.