Excellent movie, surpassing Spiderman 2 as the my favourite comic book movie of all time. I loved the psychology and portrayal of the Joker. Reminded me of Jigsaw (from the Saw series) at times.
The large amount of characters were all weighted pretty equally and on the whole, handled much better than Spiderman 3. I hope the franchise doesn't follow the same trends as the recent X-Men/Spiderman movies - 1st movie is good, 2nd is spectacular (darker, longer, grittier), 3rd is horrible (too many characters/cameos, too much action).
Obviously Heath Ledger's perfomance of the Joker was phenonemal, but I really enjoyed Aaron Eckhart's, Harvey Dent and his character arc. I was somewhat disappointed at the the visual effects of Two-face, but was generally pleased with him.
The ending was also spectacular, setting up (but not forcing, nor leaving an annoying Cliffhanger) that left me a mixture of sad and satisfied (mostly satisfied).
All in all, even with outrageously high expectations, I was not dissapointed.