I've read this comic plenty of times, but there is an odd thing about it. Unlike the vast majority of Alan Moore's catalogue this does not improve with multiple readings, in fact it's weaker on these subsequent readings.
That's not to say it is not good, it's still an excellent one shot, and a superior Batman tale, but it does not have as much depth to it as maybe a longer work would do or as it is often credited to have. That said, it is a very enjoyable read, with a nice summing up of the relationship between The Batman and The Joker and deeper meanings to it, but I have a strange disconnect when seeing it play out. This may be due to the condensed structure of forty odd pages, but there is a real and noticeable lack of emotion and empathy in the story, something that in my opinion is one of Alan Moore's greatest gifts. So the characters often feel like mouthpieces for their chosen allegories, rather than individuals that you can feel for.
On the other hand Brian Bolland's art is flawless in my humble opinion. This is the Batman that I imagine in my head, strong but not overly so, wide shouldered with a flowing cape. While his Joker is also impressive, and he deals with emotions and gestures beautifully. Ironically, I think the best piece of story telling telling here is from Bolland himself, in his eight page story 'An Innocent Guy', that wraps up this edition. It is an incredibly disturbing story and has some of the emotional impact that The Killing Joke sadly lacked.
The edition that I went for includes a foreword from Tim Sale, an afterword from Brian Bolland, and two pages of sketches from Bolland, with accompanying commentary. As a couple of reviewers have said, The Killing Joke is also collected in
DC Universe: The Stories of Alan Moore (DC Comics), along with other stories, which should make it worth more bang for your buck. However that collection obviously does not include Bolland's short story, which I find myself re-reading quite often, as testimony to it's quality.