Outside of the major crossover events, the Shadow of the Bat series can fit into three nice volumes.  This series is nice because there are a lot of smaller arcs, and each of these three volumes can be completely standalone.  Especially volume 3, which includes a lot of issues that I was able to get from the grocery store and whatnot, and were some of my first Batman comics.  I think that’s actually going to be my favorite of the three.

Volume 1:  Shadow of the Bat
-Batman:  Shadow of the Bat #1-15

Volume 2:  Shadows Over Gotham
-Batman:  Shadow of the Bat #36-43
-Catwoman #26
-SOTB #44-47

The Catwoman issue is necessary, and written by Alan Grant.  There are also issues of Batman and Detective that take place about the same time as SOTB #46-47, dealing with the mayoral election.  However, trying to get those three stories to all mesh up nicely is quite impossible.  (Heck, I only have the SOTB and ‘Tec issues, and I can’t get them to match up.  So I’m just going to stick with SOTB.)

Volume 3:  Shadows of the Mind
-Batman:  Shadow of the Bat #55-72
(SOTB Annual #4, the Pulp Heroes story, could go in here as well, but I’m putting Pulp Heroes in its own book)

As for the rest of the series…(most of which I have mapped elsewhere)
-#16-18:  Knightfall
-#19-28:  KnightQuest
#29-30:  Knightsend
#31:  Zero Hour
#0, 32-35:  The Prodigal/Troika
#48-49:  Contagion
#50-52:  a three issue arc that kind of flows out of Contagion and sort of into Legacy, so I bound it with Legacy
#53-54:  Legacy
#73-74:  Cataclysm
#75-79:  Aftershock
#1000000:  DC One Million
#80-82:  Road to No Man’s Land
#83-94:  No Man’s Land

I suppose that #16-28 could make a decent Az-Bat volume on it’s own.