Speaking of this, what is the proper reading order for all of this stuff?
Am I good with just reading this volume (after 1&2, which I have done) or do I need to get the stand alone Death of the Family TPB?
What about the other tie-ins, like Batman and Robin New 52 (which I will eventually get, I think). Isn't the 2nd or 3rd volume of that another DOTF tie in?
As a general rule (for myself), I don't buy tie-ins just for the sake of getting the "whole picture". You can just read volume 3 of Batman (after volumes 1 and 2, which you've done already). But if you really want to read it in order, you're going to have to pick up Batgirl #13-16, Catwoman #13-14, Suicide Squad #14-15, Detective Comics #15-16, Batman and Robin #15-16, Nightwing #15-16, Red Hood and the Outlaws #15-16, and Teen Titans #15-16. And then the reading order moves from series to series, so it's not really worth the time and effort to try and read all the tie-ins in chronological order. It's very rare for a tie-in to become "required" reading for a story/event.
Edit: Actually, The Joker: Death of the Family Companion collects most, if not all of the tie-ins:
http://www.amazon.com/dp/140124646X/?tag=neogaf0e-20 Get that if you want a bit more back story of the Bat family during this event. I might pick that up myself.