More votes here for Batman: Year One, The Dark Knight Returns, and Gotham By Gaslight.
Batman: Year One, written by Frank Miller and illustrated by David Mazzucchelli, is just that--Bruce Wayne's career as Batman in the earliest days. If you truly want to see the early days of Batman, I suggest you pick up a copy of Batman Chronicles, Volume 1 (the first in a series of collected reprints of the first Batman comics from 1939).
The Dark Knight Returns, written and drawn by Frank Miller, is the story of a middle-aged Batman coming out of retirement to fight crime in Gotham City once again. It's follow-up series, The Dark Knight Strikes Again (also by Frank Miller) isn't nearly as good, but not a bad read regardless.
Gotham By Gaslight, by Brian Augustyn and Mike Mignola, is one of those "What if?" stories, as in "What if Batman existed in 1889 and Jack the Ripper was in Gotham City?"