I would have to say that my favorite Batman story is “Whatever Happened to the Caped Crusader”. To me, it’s one of the best encapsulations of the character. That said, it’s one of the only Batman stories I can think of that isn’t so much a story as it is a recollection of how the character has changed over the years. If I were to pick a favorite Batman storyline within the more conventional veins of Bat-storytelling, it would probably be “The Long Halloween”, though I’m partial to several niche stories like “Heat” and “Batman and the Monster Men”.
I should also add that a whole bunch of other fantastic storylines were brought up here: