I think the thing I dislike the most about Nolan's films is they're so damn self-serious and self-important, to the point of being completely joyless. He doesn't seem to have any interest in injecting actual FUN into his movies. I thought this was a deliberate choice in Batman Begins, to avoid comparisons to the campy Schumacher films, but it appears this is just the way his movies are.
Well, this is absolutely true. I mean, I
like it, but having seen most of Nolan's work, he takes a deadly serious approach to somewhat goofy ideas (Memento, Batman, Prestige, and Inception all have questionable underpinnings), and the aesthetic is, indeed, doom and gloom pretty much all the way through. I guess it's not for everyone, but except for the crumminess of Begins, and to a certain extent TDK, he hasn't actually disappointed me. The Prestige is pretty awesome because of its overserious approach--which is maybe even necessary given its central implausibility based on a Flash Gordon level of fealty to science.
(Now, I've never seen Insomnia or Following, but I don't suppose they're slapstick comedies either.)
I think it depends on your definition of "fun". To me, Nolan's films are very fun. I love dissecting the almost analytical nature that Nolan brings to his films in terms of how he structures them narratively and thematically. They're always interesting and incredibly visually striking. I mean, it's not like Nolan's movies are completely humorless, either. Most of his films -- especially his later films -- have a good deal of occasional jokey humor sprinkled throughout. The difference being that he doesn't let the humor dominate the proceedings. It's sparse, but enjoyable.
I don't see how this is any different from filmmakers like Alfred Hitchcock or David Fincher or Paul Greengrass or Bryan Singer who are very prolific filmmakers and make very serious films. What these filmmakers have in common is that their films happen to be very entertaining in the sense that they're very well made. Yet they usually take their subject matter very seriously.
I think you can either enjoy Nolan's films or simply don't bother. I say this because as a prolific filmmaker I think you know what to expect from watching a Christopher Nolan movie. He's established a firm reputation for making psychological suspense thrillers. Yes, they're very serious-minded. Nolan takes a very analytical and deliberate approach to his movies. However, if you would not prefer the type of storytelling, then don't bother.
Nolan makes the movies he wants to make, like any good filmmaker, and he only hopes that the films that he enjoys making are movies an audience would enjoy watching. That's the only thing you can do as a filmmaker. When you compromise your artistic integrity, that's when things have a tendency to roll downhill. Nolan is very passionate over the stories he wishes to tell and he's very good at them. They might not be to your liking, but you don't have to watch. You can always watch a movie from some other filmmaker who enjoys telling the type of stories you enjoy watching.