One great story I remember when I was a kid was one of those Phantom Stranger-Batman crossovers. The Phantom Stranger gave Batman the opportunity to go to a parallel universe, where a young Bruce Wayne (from that universe) was going to see his parents get killed. Batman was torn between stopping the murders and in some way avenging his own parents' death, or not stopping the murders and giving this world a Batman to prevent crime in the future.
He had to do a lot of soul-searching about who he was and what he had been able to accomplish with his life. In kind of a Hollywood ending, Batman prevented the murders, but the young Bruce Wayne saw that it was Batman who intervened and saved his parents' lives. He was so inspired by this mysterious man dressed in a bat costume that put his life on the line to save his parents that he decided that was what he wanted to do with life, and began training to become a costumed hero in the future. Pretty good stuff.
I never read that one, but I have "The Killing Joke" and the hardcover 1st edition of "Arkham Asylum". Great stuff, and a lot more hardcore than the comics. "Killing Joke" actually made you feel sympathy for The Joker, even though he's a vicious psychopath. Tells the full story of his past.