One senario that I would love to see, and I know I'm going to sound crazy..... No villians.
At least not outright, set up a villian for a fourth and hopefully final installment.
During the film it is all from Gordon's perspective hunting down Batman, investigating him while dealing with his guilt that could be carried over from the third film. Batman on the run type concept really; still stopping crime but not willing to "vindicate" himself directly from Harvey Dent's actions otherwise marring Gothams perception of him (Dent). Bruce Wayne slipping further into his dual identities, loosing himself.
By the end of the movie a new villian has come to threaten Gotham, and out of desperation they turn to Batman to help save them which leads into the fourth film.