Masterful piece; modern mythology for these days.
The Joker is a terrifying figure of chaos that teaches us the value of simple things in life, and the ugly and twisted face of when you finally stop perceiving empathy and become a monster. That also applies to the kind of hero that particular city deserves: the bat-man.
All dialogs and characterizations reflect an awful truth, an awful reality.
But it is also a reaffirmation of incorruptibility and compassion, two things the Batman stands out of Gotham at the end, when he becomes the most wanted, the watchful protector, the dark knight.