Batman #676-681 is the main storyline. You could start there, but this story is a continuation of the plotlines Morrison started when he took over Batman. Dr. Hurt was introduced in the previous story, and the Black Glove and the Club of Heroes in a story before that. Depends on how much of the backstory you want to know. Of course, it being Grant Morrison, even if you read all his issues you're still not entirely sure what's going on.
Here's a handy interview:
http://uk.comics.ign.com/articles/857/857602p1.html