As far as sequels go, I think Batman Begins has sides.
The first two acts establish Bruce Wayne. The third act is Batman in action.
Sam Raimi said that in planning Spideman movies he first thinks about what journey he wants Peter to go through. It seems like David Goyer had the same thing in mind. He didn't arbitrarily pick villians or action sequences he wanted to see. The whole film resonates around one theme, and one journey the hero must make.
The film is about terror. Fear isn't an appropriate word, though it used often enough. The film doesn't do anything half way.
X-Men 2 took the basis of X-Men and flew with it, and so did Spiderman 2. I think with the basis of Batman established, the character still has plenty to grow into yet. Nolan and Goyer also were willing to reach for galactic badness.
What I'd love to see happen in the sequel is have Batman/Bruce watch as one of the villians kills Rachel infront of Bruce, not to inspire rage. He's got plenty of rage. I want to see Bruce want nothing more than to kill this bastard, and then need to kill said villian alive because he needs something from him desperately.