Maybe it'd be cool to have Rachel's exit be an homage to one of the most remembered events in Bat-lore:
The Killing Joke.
Movie starts out:
You wouldn't even need to show the face of Rachel. Just have a woman reading by the lamp, her face poorly lit. doorbell rings or there's a knock at the door. She gets up, goes to the door, peers through the spyhole. Can't make out the shadowy figure on the other side. Opens door, there stands the evil grin of the Joker... BLAM. She's dead.
Next scene, Bruce hears the news and finds out it was the same elusive maniac he's been trying to get for the last few weeks/months.
Awesome way to inject instant tension/action/emotion and pure hatred for the Joker in a very very quick scene. Also sets the scene for the arrival of Dent.