Re: NOW which film is your favourite??
Batman Begins. It captured the psychology behind Batman very well. I love origin stories when they are well-executed. There was plenty of Bruce Wayne in action pre-Batman which is something TDKR failed to do before Batman's first appearance by making him retired and frail (they instead gave the action beats to Bane, Selina, and Robin during this time).
BB had a sense of building momentum up to the third act where yes, it was fast-paced, some call it rushed but I like the way it feels. BB had one of my favorite Batman villains, Ra's al Ghul, and Liam Neeson had some of the most impactful scenes in the series, certainly in terms of number of scenes with them sharing a scene. I'm one of those who prefers Katie to Maggie but Maggie made for a better assistant DA Rachel Dawes than love-interest Rachel Dawes. Some of the way Batman is filmed and edited while fighting is unfortunate.
TDK was pretty great as well it just has some rougher edges or things I don't like... like Gordon's make-believe death. The ending was awesome. Heath Ledger gave a great performance of a villain that isn't high on my interest list at all. Two-Face has been criticized for being rushed in the movie, but I didn't feel that way, and after seeing TDKR, it looks all the better in TDK.
This is an admittedly rambling post, where I leave out a lot of reasons why TDKR is number #3, and the other two are better. Probably because I've explained this dozens of times in other posts by now.