Warner Bros. is reportedly already targeting 2008 for a release date for a sequel to Batman Begins, according to Batman-On-Film.
Also, filming locales in the U.K. have expanded to include Tilbury Fort in Essex (the Bat-Cave) and the airship hangar at Cardington in Bedfordshire (Gotham City). Talk that Mentmore Towers in Buckinghamshire would double as Wayne Manor was inaccurate. Instead, Hatfield House/Hatfield Park in Hertfordshire is reportedly being used.
You can check out pictures of Hatfield House here.