The Killing Joke is a strange one. When I first read it a few years ago I wasn't that crazy about it, I liked the artwork and some of the ideas but not the whole book. Reading it a second time I liked it a little bit more, I had originally been somewhat averse to a Joker origin story, I thought it was unneccessary and maybe it still is but at least Moore gives us enough space so that it's possible for everything we learned about the Joker to be just going on inside his head, something which was also used effectively in the recent summer blockbuster The Dark Knight. Tim Burton also took a lot from this comic when he created his first Batman film back in 1989, apparently it's his favorite comic of all tme.
The story is about the nature of Joker and Batman's relationship and also about them as individual people, the Joker more-so than Batman. He's almost a sympathetic character but not quite. His plan is to subject Gordon to such an intense and unbearable experience that he will lose his mind and therefore be like the Joker, which in turn might give Batman a better understanding of why the Joker is the way he is. Complicated? It is, deceivingly so. Check it out and see what you think, just don't expect to like it or to fully understand it on your first read-through, unless you read comics solely for the artwork, then you should love it from the outset.