What more do you want him to say, really? Give speeches about justice? These movies have enough of that as it is.
He had a touching scene with young Bruce (not in the comics, I know, but I thought it was a welcome change..and proof Nolan is interested in this relationship).
A perfect meeting scene with pre-Batman Bruce ("Now we're two..", just classic, and indicative of Gordon's heroic nature, chasing who he thought to be an armed maniac up to the rooftop).
Great scenes with Flass in the car and Loeb in the police station illustrating his disillusion with corruption and interest in Batman's methods/desire to "work outside the box."
All of the scenes of him on his own, however brief - interrogating Crane, finding Falcone, learning about the water contamination.
The scene behind his house; "I think you're trying to help..."
The fact that he essentially brought down Ra's (whether or not you agree with his driving the Batmobile, the important of those actions are undeniable in the context of the movie).
And of course, the final scene, which is just about as iconic and cool as you can get in a Batman movie. Something people had been dying for yet are still now unsatisfied.
Their relationship was more than developed for an origin movie that had to fit in a half dozen other plot elements at the same time.
After the almost non-existent relationship in the Burton/Schumacher movies (Before anybody asks, Bats & Gordon directly interacted/spoke roughly less than 10 times during the course of all 4 movies - and that included such memorable moments as "Bats giving Gordon the thumbs up from the Batwing", "Gordon giving Bats the lowdown about Freeze on his Batmobile mini-computer", and "Gordon walking in on Bats' and Chase's rooftop lovefest."), I was tickled pink to get the relationship we got in Begins. Nothing is fleshed-out enough for fans; we always want more. Because we're spoiled on ongoing comics and cartoons that allow for dozens and dozens of moments for every character to shine. Movies don't have that luxury, all we can hope is that the sequel delivers more of what we want.