Batman Begins is my favorite of the nolan trilogy. I think it set the right tone. The Dark Night did not have that tone...it was too serious. The Dark Knight Rises did move back to that tone more.
I would agree with you here. The Dark Knight feels like the odd man out compared to the other films in the trilogy. It doesn't even feel like it takes place in the same city as the first.
What happened to Wayne Tower? What happened to that monorail after it got blown up? I would have liked some mention of these things in TDK.