I know I'm replying to a year old post, but whatever.
The Killing Joke is a very short one-shot story. There are no issues but this one.
If you're asking about issues of Batman comics in general, I'm not sure how that will help you in your purchase decisions. Batman has been around for a very long time, and the tone and quality of the stories have been all over the place. The graphic novels are even more varied, as writers often took it upon themselves to stray from established continuity in many ways.