Try and get hold of a copy of The Long Halloween before you read Dark Victory. DV is a direct sequel to LH, and parts of it are going to leave you feeling a little lost if you haven't read it. The two form a fairly stand alone story that doesn't really require you having extensive knowledge of Batman comics.
I remember some people liking it back then, but I thought Knightfall was straight 90s era inbred fan/collector trash. I think those two Trades collect the entire main storyline from the comics, though.
Batman: The Ressurection of Ra's Al Ghul collects:
Batman #670-671, Robin #168-169, Nightwing #138-139, Detective Comics #838-839
Batman: Long Shadows collects:
Batman comics issues #687-691
Batman: Life After Death collects:
Batman comics issues #692-699
So I guess read those trades in that order.
Arkham City takes place between the two video games. I don't know how much knowledge you need of them before jumping into that.
Batman: Noel is a one-shot self contained story, and Haunted Knight collects three one-shot stories. You can read those (as well as Long Halloween/Dark Victory) in any order, really.