There's the obvious conflict between Joker and Batman over the extremes people are willing to go to. Can a man with limits defeat a man without any?

There's the theme of anarchy vs order... Joker versus the legal order of Gotham as well as versus the criminal order of organized crime. Like Alfred said, some people just wan to see everything burn and they're the most dangerous people out there.

Then there was the issue of iconography that's continued from Batman Begins... how Bruce Wayne is able to still retain some sanity by creating an image bigger than himself that can appear unyielding and ever-vigilant (as suggested by Raas Al Ghoul). As a person, he can show his warts but Batman is so effective because he seems super human.

Part of Harvey Dent's downfall is the fact that he's living an unsustainable image... like the ex-governor of New York, he's supposed to be indelible but every human has flaws. Dents flaws finally come out when the world doesn't work as he thought and the Joker suggests the anarchy of chance is the true way.

Exploring these ideas is likely what plumped TDK up but I'll watch it again and see.

Ironman, however, didn't have these kind of layers to me. The plot was straightforward and not particularly intricate, but I guess that was the goal with this setup movie. Maybe there'll be a bit more in the future.