The second entry in a series has it the easiest. The tone has been set and the origin story has been told. Nolan really starts to put his stamp on the series as a whole here as he takes us to deeper, darker places than he did in Begins and again tells a story of an extremely conflicted hero and the struggles that entails.
This isn't a superhero movie. It is a three course character study that happens to be based off of a comic book.
The Dark Knight is what you want from your sequel - it gives us more. Everything is ramped up a notch and developed to the next level.