Hey, who knows, maybe The Chechen will be a villain utilized later on in the comics or television shows! You can't beat that accent.
I'd like to see a less colorful villain used next time. We had The Joker and Two-Face...what about Hugo Strange? He doesn't even wear a costume, a part from the faux Batman one he dons after he assumes Batman's identity.
It would be interesting to see the Nolan's create a new villain/character entirely to foil Batman, but I'd much rather see their take on an established character first. We'll be lucky if Nolan will do the next film, and if he does, likely that will be it. He won't have the energy to do more. Quite frankly, there's so much potential in existing Batman characters that I'm more interested in seeing them adapted, in Nolan's vision, for the first time.
I also wouldn't be adverse to Nolan's interpretations of The Riddler, Catwoman and The Penguin. I think Deadshot under Nolan would be very interesting.