Well, 'The Long Halloween' is a great start. It's a murder mystery that involves many of Batman's rogues gallery. It has a great plot and really shows Batman's detective skills.
If you want something more modern, 'Batman: Zero Year' is a good choice. It's a re - imagining of Batman's early days, with new takes on his origin and his first encounters with some of his major foes. It's full of action and has some really cool art.