It's as confusing as you want to make it. AFAIK the canon 'origin' for Joker is the Killing Joke. The Man Who Laughs is a straight up sequel to the Killing Joke. It's fair to middling, nothing quite as revolutionary as Killing Joke but I remember enjoying it. From there you could probably move on to the Long Halloween and Dark Victory before being let loose on wild continuity.
I am a total comics snob so feel free to disregard this, but Dead to Rights is an even more modern story by some really b-grade creators. It is far far far from essential, and is what you might call "shitty shelf filler" from a short lived shitty shelf filler series.
I actually had this conversation the other night with my missus who asked for some good Joker stories and it's sad to say that there aren't many. I have this old collection called The Greatest Joker Stories ever Told, I think it came out shortly after the 89 Batman movie, and it's got some fun if anachronistic stories in there from all ages of comics, including the classic Denny O'Neil jokerfish stories. There's also a good collection of the Engelheart Detective Comics run from the early 80s called Strange Apparitions that I remember being half-decent.
The next essential Joker tales would be Killing Joke and A Death in the Family. Killing Joke is still good today, but A Death in The Family has aged quite badly (because Jim Aparo was a hack
) - it's the famous tale where Joker kills Jason Todd and it's important in context more than execution. After that there was a great little run in Batman around #450 that closed that story up but it was never collected. The next you really see Joker is in Knightfall and Quest. I really like these stories but there's a lot in there that's non-Joker too.
There's a Robin miniseries (I think it's called Robin II, I don't think it's collected) where Tim Drake faces robin alone. There was a good one-shot anniversary issue (Detective #727?). He pops up later to become a major part of No Man's Land and my favourite Joker stuiff is in there I think (a combination of good art and writing).
He shows up a the tail end of the War Games debacle and is tied in to the whole return of Jason Todd stuff but tbh I wouldn't recommend it. He's really good in Hush though I thought. There was a really good Azzarello/Bermejo GN a few years back called 'Joker', that was fantastic. He plays a fairly large role in Grant Morrison's Black Glove/Batman opus (google it for a reading order, but stay away if you don't like 'weird' comics), and I think his appearances in that arc are some of the best Joker stuff I've ever read.
Paul Dini did some way more mainstream-friendly Joker stuff in his run but bth after was Morrison was doing at the same time I couldn't shake the dissonance between the portrayals.
So, erm that's a lot of words saying that there are essentially not a lot of great Joker stories. He is part of a lot of FANTASTIC stuff (No Man's Land, Black Glove saga, Knightfall) but there are not too many defining runs purely featuring the character. Hopefully this will change soon since in a month or two Scott Snyder will be starting a Joker focused story over in Batman. And speaking of Snyder, his Black Mirror story was brilliant and featured a chilling Joker role (and the best Joker cover in history).
Also, a while back I posted a fairly thorough Batman reading order, you can find it here:
http://www.neogaf.com/forum/showpost.php?p=25562819&postcount=124
(I should really stop replying to batman questions, it's a sickness. I have all this information... nobody ever asks for it IRL...!)
