I love the Batman mythos, but it's impossible to keep up with every Batman movie, comic book issue and TV episode that's produced. Thankfully, there are a few great works that Adam A. Donaldson of Nerd Bastards has helpfully rounded up.
I've found that animated Batman is consistently better than the live-action movies, which are often overwrought and designed around stunts and special effects rather than good stories. #10 on Adam's list is a great choice: the episode "Epilogue" from Justice League Unlimited. It's the finale for that show, as well as Batman Beyond and pretty much the DC Animated Universe. Its 24 minutes of outstanding storytelling tells us a lot about both Bruce Wayne and his successor.
Another great choice is #7 on Adam's list: Batman: Mask of the Phantasm. This 1993 feature film is, in my opinion, the best Batman movie ever shown in theaters. It's partially an origin story, but it goes beyond that. Mask of the Phantasm features a cleverly-written script, great animation and a fine soundtrack.
You can find the rest of Adam's list here.