TDKR is a mix of elements from Knightfall, No Man's Land and DKR. By appropriating these you'd think that there would be more to go on, but there isn't. It's all tossed together in one giant melting pot and severely underdeveloped like the Michael Mann movies that inspired it. (Heat or Public Enemies anyone?)
Kinghtfall is a great story arc, though a bit dodgy here and there. Try the novel version. Same goes for No Man's Land.
DKR did indeed change everything, and is without a doubt one of the best pieces of literature I have ever read. Take all of the hype you've heard about Watchmen and go read this instead. It is still an unbelievable read canonical or not. A film version with Kevin Conroy has long been a dream. (Though the new DCAU movie version-gulp-cast someone else)
My largest problem with the film, and indeed the part that I find infuriating is the idea that Bruce can simply stop, that the Batman can "win". There is no win or lose, because one man can never possibly hope to make any sort of difference in the world. That is his curse, the curse he himself assigned to carry in his childhood torment. When examined the meaning of Batman is insignificant which is what makes his sacrifice all the more interesting.He is the shadowy figure of the night, a damaged shell of a man holding an obsessive repressed tragic figure who dedicates his existence to detecting and stopping injustice.
But no, we get a guy in some body armor who gets some vertebrae dislocated and thrown in a hole. Big deal. Bane originally paralyzed Batman completely and left him for nothing. Why? Because the focus was not all on the Batman because The Batman is the avenger of Gotham not it's most photogenic inhabitant!
BTW Zombie try the sequel Dark Knight Strikes Again. It's a very very weird read because it incorporates the humor and oddities found in Miller's current style but at it's core there is some semblance of a continuation to DKR.
This trilogy has indeed be a version of the character with it's own separate universe and identity, but lacks the constants of the basic character that must be present to maintain that sense of Batman's character identity. But this is how it goes in every modern reboot, so why am I surprised?
PS: Anybody here like Miller's All Star Batman & Robin? That was one of the most diabolically hysterical things I've eve read. People just took it seriously when some of the comedic gold was pouring out from the panels. 
I was crying with laughter throughout this. It's hysterical how ridiculous they act.