The folks over at Batman-News.com have this article up claiming that it's a possibility that Christopher Nolan will be filming at Osterly Park in West London. Osterly Park is a huge mansion located in the park of the same name. Looks like it would definitely be a suitable location for Wayne Manor.
Here's the e-mail they recieved:
Yesterday (22nd March 2011) whilst jogging in Osterley Park, (West London) I bumped into a large group of Production Personnel on a recce. I recognized Wally Pfister and Chris Nolan along with Charles Roven amongst several production heads scouting Osterley House. Wally was using a viewfinder and taking pics whilst Roven was on the phone most of the time. When I asked what the production was a crew member informed me it was the new Batman film. All crew wore badges/id passes. Even though filming has not started there were a large number of vehicles present. They may be using Osterley House for interiors of Wayne Manor but this is purely speculation on my part.
The production people spent a good hour and half scouting the interior of Osterley House and also photographed the exterior. Wally Pfister was definitely present and overly dressed in his wet weather gear and gloves!!! even though it was not raining but overcast. Mr Nolan and Chatrles Roven were seen talking at length as was I imagine production designers, non of whom I recognized. Wally had a young camera assistant with him who was switching lenses on his viewfinder. There were several cars waiting to whisk them away. Every one seemed relaxed and in good spirits. No actors were present that I saw.
Filming on 'The Dark Knight Rises' is set to begin within a month or so.