The Dark Knight felt more like a mission impossible movie for me, which is NOT normal for a superhero movie. I loved that. If they wanted to, they could have turned that 3 hour movie into three different episodes.
Batman Begins was really good too. I loved the fact that they brought in The Scarecrow, which I've always wanted to see in a Batman movie. It's hard to compare the two, though, because it felt like the difference between Pirates of the Caribean: Curse of the Black Pearl, and Dead Man's Chest. The second one told a really complicated, but well written story, but for some reason, I got the feeling that the story wasn't over even after the 3 hours were up.