Sequel idea: Elaborate on Catwoman, Penguin and Gotham. Let the feel of Gotham encompass the feel and have another lingering bad guy come forward. Obvious ideas would be Two-face or Joker, but anyone who could pass off Riddler's torch would be accepted if done right.
Maybe even call the next film "Gotham" and have one or both of those guys take on the Batman only to have Penguin, Riddler, Joker, Catwoman, Bane or Two-face set up the third act at the end.
Or better yet, put Scarecrow in there. That'd be a good direction. Make the sequel all about Scarecrow and show someone who can bring Batman down psychologically. It'd work and give Catwoman some more sexual, seductive stuff to give us interest.
Spoiler:
sometimes a hot woman wanting sex can be scary for a man, if you know what I mean.