Before the end battles, it is revealed to the people of Gotham that Bruce Wayne is Batman. The people stand behind him as he defeats Bane and then from their perspective (perhaps the audiences too), he dies as the bomb is detonated and has sacrificed himself to save Gotham (a legend).
However Bruce survives but is assumed dead by everyone and he is laid to rest next to his parents at Wayne Manor but only a few know the truth (much like the Dent cover-up). Knowing he has saved the city and accomplished what he set out to do in Batman Begins, he knows he can no longer live a normal life in Gotham now and gives John "Robin" Blake the Batman arsenal as we get an ending to remember with him finding peace with his new love Selina in Italy.
I know most of you hate it or already have heard it all before, but that's what I'm sticiking with. I have no idea how it plays out on screen but I have no reason to doubt Christopher Nolan, Jonathan Nolan, and David Goyer that they gave THEIR Batman trilogy the ending it deserves, not the one you want it to have.