Obsession and duality, of course..
Batman walks the razor's edge, in that he is in constant danger of losing his real self. During the day, he wears the playboy disguise, and at night he is Batman--he almost never has the opportunity to be himself. Because of this issue with duality he is at risk of falling victim to one of these personalities and losing his true identity.
This was well illustrated in Knightfall. Batman was so obsessed with bring in all the inmates Bane realeased--so obsessed with his perceived responsibility--that he began to lose touch with himself. He was becoming Batman and only Batman, which means he was only tapping into the darker impulses that batman is composed of. He became more violent and more unbalanced as time went on, because he was no longer in touch with his human side: he was Batman alone. Bane crippling him actually saved him, because in a wheelchair he was forced to reconnect with his true self. He couldn't be Batman, and he couldn't stand to be the playboy 24/7, so he began to rediscover himself.
This is an idea that is easily adaptable to TDK. The Joker, Two-Face, and Batman are all the same person; they merely made three different choices when faced with their own breaking point. The Joker relinquished all responsibility and became a madman, Batman took on the ultimate responsibility and became a hero, and Two-Face--unable to throw away his values, but also unable to believe in justice any longer--fell somewhere in between.
At any time, Batman is at risk of becoming like either of them. His obsession and his controlled multiple personalities make him vulnerable. If he lapses into becoming Batman alone, he becomes a merciless killer. If he can't keep up his balancing act, he breaks down and becomes unable to reconcile his personalities, therefore becoming Two-Face.
In plain terms, Batman can't let his obsession affect his ability to reconcile his duality.