Yeah, Bane looks great. Very much looking forward to him in the game.
Catwoman and Two-Face were my only real disappointments in terms of characterisation in the Arkham games. Two-Face for being a cheap thug with a 'two' gimmick and no underlying depth, and Catwoman for being purely a pun-spouting flirt with likewise not much character underneath. She has what, all of one scene to demonstrate there is more to her as a person than a sexy cat thief?
What makes it weird is that Paul Dini is among the few writers to really 'get' Selina, just look at his detective comics run and the conclusion to Heart of Hush, which makes me think other forces above him as a writer mandated the pure sex kitten angle over something more nuanced.
Two-Face didn't come off as a thug to me. He was one of the major mob bosses in Arkham City, even though he wasn't seen much in the game. I also don't remember much of a 'two' gimmick other than Batman briefly mentioning something about that when tracking Catwoman down. As for him having no depth, I don't see what depth you could have given him with the screen time he got. There is a huge difference between no depth and not enough screen time.
As for Catwoman, again, I thought she fit the specific story at hand and there wasn't a lot you could do with her other than just, basically, letting her be Catwoman and have her having fun in Arkham City. Plus I thought the tapes added depth to her and to her relationship with Batman.
I think the difference between you and me is how we view these games as a whole. I didn't have a problem with characters like Two-Face not having enough screen time due to the way I look at these films. In my mind, these are comic book stories in a video game and could fit into the actual comics in terms of look, feel, tone, and characterizations. Arkham Asylum felt like it could have been a Batman graphic novel while Arkham City felt like it could have been a big Batman event. Due to that, the reason I didn't mind Two-Face not having enough screen time is because, in my mind, he had development in previous stories and can always appear in the next issue after the Arkham City story arc, even though there is technically no "next issue" since it's a video game. Basically, I don't have a problem with Two-Face getting so little screen time for the same reason I wouldn't have a problem with him getting little screen time if the next arc after Zero Year opened with Batman stopping one of Two-Face's schemes only for him to not play a big part in the arc after that.
On the other hand, I did have a problem with Two-Face having little screen time in something like The Dark Knight. This was because Nolan's universe was clearly a separate one from the comic universe and it didn't feel like it could take place in the main DC universe in the comics, thus I didn't get the "Two-Face can always appear in the next issue coming out next month" mentality.