I guess you could call this a concern, but the look of Gotham in TDKR has me curious. What I really like about the look of Gotham in Nolan's films is how they're the same, yet very different. In TDK, it was still very much the Gotham of Begins, but at the same time it looked completely different from Begins. It not only allowed Nolan to do something aesthetically different with Gotham, but it also allowed TDK to retain it's independence as its own stand-alone story, while still fitting in as a piece of a larger story.
This is something that I would like to see repeated with TDKR: still the same Gotham, but very different look from the other 2 films. I guess my concern stems from the rumblings that TDKR could be similar to Begins in scope, coupled with the fact that a lot of the same sets could be used in TDKR again. For me, I guess I worry a bit that TDKR could just end up looking like Begins but with a different color scheme.
Nothing really all that huge, and something that I feel Nolan will avoid, but if he does make TDKR look more like Begins, I will be slightly disappointed but not enough to hate the film in any real way.