I also have to talk about the character of Rachel Dawes. Even having ended up spoiled regarding her death, I was seriously hoping they'd keep her around because she fills a central role in the Batman mythos that none of the other heroines we've seen come into Batman's life do: she represents the normal life that Bruce gave up when he became who he is.
Not only is she someone who represents the normal life Bruce gave up (and seeks to regain), but we also see and understand why he cares so deeply about her. All previous love interests in the movies have been two-bit floozies who Bruce suddenly falls for and we're suppose to care about (although I did care about Selina Kyle, but that's because she's a great character and not having that much to do with how Batman Returns
presented her). Rachel is Bruce's childhood sweetheart and understand who he is and the choices he has made (like Alfred but from a different angle). Initially I had issue with her finding out that Bruce was Batman in Batman Begins
, but The Dark Knight
took this knowledge and worked with it to my satisfaction.
I don't think you quite understand exactly what I'm talking about with regards to Rachel's importance as a character. Although she was a character created solely for the films, Rachel is the only person who has seen who Bruce truly is, and recognizes that the man he's become - both publicly and privately - is not the 'real' Bruce Wayne. There's not another character anywhere in the Batman mythos who epitomizes the fact that the death of Bruce Wayne's parents turned him into a wholly new person both privately and publicly.
With regards to her discovery of Bruce's double life as Batman, it's one of those things that is essential to her role in the overall Batman mythos. Because of the role she fills, the story of both Batman Begins and The Dark Knight could not have been told had she not discovered his dual life. Just like Paul Dini, Bruce Timm, and Tim Burton, Nolan and Co. have added a whole new dimension to the Batman mythos with the introduction of Rachel's character.