No, Harley wasn't suppose to be in The Dark Knight. Some fans (myself included, I admit) had hoped she would appear, but in a minor role. I don't mind she wasn't in it. However, I did have one thought: Perhaps she can be a secondary character in the next film, taking up The Joker's position out of her crazy love for him. I'm glad to see another person agrees with me about the importance of Gordon's story. There hasn't been much talk about that so far in this thread.