Dark Victory is a sequel to Long Halloween, so go with Long Halloween first.
I'd have to say the essential Batman GNs/TPBs are in my opinion (in no order):
Year One
Dark Knight Returns
The Killing Joke
The Long Halloween
Some other favs:
The Haunted Knight
Hush
Broken City
Dark Victory (seemed to end abruptly from what I remember, but it was fantastic before that)
Detective
Year 100
Absolutely.