Yeah, Nolan was very much of the opinion that each movie should stand on its own. He never directing anything planning for a follow-up installmant. For instance, Goyer originally intended The Dark Knight to basically be a two-part sequel. The first part would see The Joker captured and the second part would see him go on trial, where-in he would throw acid on Dent's face, etc. It was Nolan who insisted on stuffing all of that into one movie and then getting rid of the trial. Nolan didn't want to feel pressure to make a third movie, so he swung for the fences on TDK. That said, he loved working with Ledger so much, there was definitely a want / vague plan to make another one together.