I just read The Man Who Laughs and loved it, to some extent, thought it was even better than The Killing Joke.
One of my favorite things about it is that in chronological order, The Joker is only shown as the Red Hood, and trying to rob the Ace Chemical Factory when he falls into the vat. They didn't delve into a backstory, and in the end said that he probably doesn't even know who he is.
My only gripe with it is the name "Joker," the newpaper says he's being called The Joker and I was fine with that part. But then Joker comes on screen and talks about how he didn't come up with the name Joker, the press did, but he likes it so he'll use it from now on. That part was completely unnecessary.
The Joker's characterization in this is one of my favorite.