Somewhat confused, and slightly, very slightly, disappointed.
Confused, not by the story, but the direction Nolan took with the tone of the movie. It just seemed wildly different from the other two in terms of the comic-y elements. It was kind of jarring seeing three people running around in costumes, when before Batman was really the only one like that in Nolan's Gotham (the Joker's "outfit", if you can call it that, was still much more subdued.) The Bat, no matter how practical it might be, and how awesome it is in action, just seemed like a big leap from the Tumbler.
Watching Batman & Catwoman interact, at least for me at first, felt a little...odd for some reason. Giving her a "ride" back to her place, it all seemed just really out of place for what Nolan established before. For someone who went to great lengths to explain everything, almost to a fault in the previous films, Nolan seemed to just let too much happen with too little explanation for my liking initially.
I was also a little disappointed that the pace still seemed too quick for a movie almost 3 hours long. I felt confident going in, that it was that long because things were fleshed out and had a tad more room to breath than things did in TDK. Unfortunately I thought it was worse.
That being said, on subsequent viewings, after going in without all these preconceived notions and thoughts, the movie got better by leaps and bounds. I comfortably place it beside BB as an equal film. Over time, it may even overtake it. The worst thing I can possibly due is criticize a director for taking too many chances and being too ambitious. Especially in this day and time.