Probably the best thing to do is just browse what your local shop has for Batman and go from there. See what looks interesting and go for it. Everyone's gonna have their favorites, and most are good but I think it tends to be more fun and more rewarding when you discover the stuff on your own. Not that recommendations don't help or aren't a good idea.
Batman: Under the Hood is a good one, especially once you're acquainted with the Bat-Family, which doesn't really take long. Three Robins, Oracle, a few others that change from time to time. It's nice as it deals with what happens when the whole 'taking a sidekick' thing goes wrong. Plus it gives a good tie-in to Red Hood and the Outlaws, which, despite the problems they had with how they portrayed Starfire in the early issues, has gotten better to me. Jason is very aware of who and what he is, and despite what it may seem on the outside I think they are trying to make it so there's more to him than a clown and a crowbar. Plus, as Roy says, he has the best stories.
Joker's Asylum isn't bad if you like Batman's villains as much as Batman himself. It's just a series of shorts, based on various villains, all told by the clown himself.
As far as the current stuff, things have been very hit or miss. They're trying new things in the DCU and it while it does get people talking, it's not always because what they are trying is good. The last time I've seen Bats kill anyone was Flashpoint, and that...well, I don't wanna spoil the surprise on that. Anyone who has not read Knight of Vengeance should do so. It's short, it's fun, and the 100 bullets art-style fits very well.
