Grant Morrison’s run actually makes for a nice little set of books. It just involves a lot of discussion and debate online. For some reason, DC still manages to butcher it.

Batman and Son
Batman 655-658
Batman 663-669

Resurrection of Ra’s Al Ghul
Batman Annual 26
Batman 670
Robin 168
Nightwing 138
Detective 838
Batman 671
Robin 169
Nightwing 139
Detective 839-840, 842

(Obviously, not the most necessary GM book, since he only writes two issues. Still, I included it for completeness’s sake.)

R.I.P.
Batman 672-675
DC Universe 0 (three pages with Batman and Joker)
Batman 676-681

Final Crisis
DC Universe 0
JLA 21*
FC 1
FC: Requiem*
FC 2-3
Superman Beyond 1-2
FC Secret Files*
FC: Resist*
FC: Submit
FC 4-5
Batman 682-683
FC 6-7

(* denotes issue not written by GM, although he did contribute a text piece to FCSF, and only co-write DCU 0).

Batman and Robin: The Hole in Things
Batman and Robin 1-12
Batman 700-702
Batman: The Return of Bruce Wayne 1-6
Batman and Robin 13-16

Batman, Incorporated
Batman:  The Return #1
Batman Inc #1-8
Batman Inc: Leviathan Strikes! #1

(one more volume coming with the 2012 edition of Batman Incorporated)