Let's talk about the origin stories of villains and vigilantes.
I actually don't have much to say (surprise surprise). I enjoyed Dr. Horrible's as an origin story for a villain--after losing the object his alter ego desired (and as some have pointed out, Penny is not really a real human to Billy, just a crush at first; we could also point out that her name is the name of an object, the lowest form of money, and remember Dr. Horrible is interested in "taking money"), Billy succumbs to an emotional numbness that allows him to complete his transformation into the villainous Dr. Horrible. It was a surprisingly touching, and humanizing story--and what irony, that the story of a villain's dehumanization is particularly humanizing, shows how human he was. Very Batman: The Killing Joke.
As for The Dark Knight, well, my main complaint about the first movie in this series was that there was too much focus on Batman/Bruce Wayne, which meant the villains were underdeveloped, which meant that they seemed to proliferate--they were so shallow, the filmmakers needed to put more of them in, which is why we had Ra's al Ghul, Scarecrow, and Carmine Falcone. This also meant the movie was paced oddly, with no real climaxes (at least, none I can remember).
The second movie had a similar issue with its pacing--many people I saw it with (at the IMAX theater) commented that they kept thinking that the ending was... now, no, wait for it... now, no, etc.--but the uncertain pacing/plot works better this time because the villains are all nicely tied up: Maroni hires the Joker, the Joker creates Two-Face. (One might also argue that the meandering feeling to the plot paralleled the thematic argument between planning and chaos that the Joker speechifies about.) This relation between the villains also nicely ties into the relation between Batman and the villains--who is creating/planning whom here?
Now, I might quibble with some of the characterizations--I always liked my Joker murderous and funny, a la the Dini-Timm animated show, but as a friend argued, the structure of the comic book institution is such that narrative closure isn't really possible: no crisis on infinite Earths can foreclose the possibilities, they just spring back up again post-Crisis--what you would really need to enshrine some sort of canonically unified character is something like an Infinite Crisis, a permanent state of crisis on Earth. So, sure, I might prefer my Joker a little funnier, but overall, I really liked that they avoided explaining too much about him--or better yet, proliferated explanations about him. (There's a website I found through a quick Google search that, rather than work out which story is true, allows you to contribute your own story of how he got his scars.)
If I have one, no, two complaints, it's that the cell-phone spying seems too random and too current; and, similarly, the Batman vs. the SWAT team scenes seemed there only to set up the thematic problem of Batman being outside the law (whereas shouldn't Batman have used that energy to take out the terrorists first?) These two elements seemed to be thematically justified, maybe, but not justified by the logic of the characters/world.
(One last comment: perhaps Batman performs illegal wiretaps only so that really dumb people can argue that
Bush, like Batman, is a hero who can make the hard choices. Although, to be fair, have you seen the trouble people have telling the difference between
Bush and Adam West's Batman?)