You guys should listen to this great interview with screenwriter Jonah Nolan on writing TDK. It gives great insight to the story and just gives the film that much more depth.
They also discuss Harvey/Two-Face's fate (whether he died or not) although it's to note that Nolan doesn't really confirm his death and is very ambiguous about it.
Creative Screenwriting interview with Jonah Nolan (mp3):
http://media.libsyn.com/media/creati...nightQandA.mp3