I do like the fact that, even though the Joker is not mentioned in the movie, his actions in the second film had these big repercussions in the third one. The simple fact that Harvey Dent became Two-Face because of the Joker's actions, is the direct cause of the characters status at the beginning of the film. Also, even though is not directly stated, the injuries that the doctor points out to Bruce in the hospital scene (scar tissue on the kidneys, concussive damage to the brain) most likely could be from the beating he took at the end of The Dark Knight by the Joker (with a crowbar). Though I might be shoehorning things a little.
I do like that in the novelization his whereabouts are somewhat disclosed
Also, when I first watched The Dark Knight, and the Joker said "You and I are destined to do this forever" I smiled. Not because I wanted a sequel with the Joker, but because of the meta-textual quality of the dialogue. It came to my mind the many Batman encounters against the Joker in different media. It was true. They will fight forever.